Topics in Stochastic Processes
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The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions...
Format:Paperback
Language:English
ISBN:8876421319
ISBN13:9788876421310
Release Date:October 2004
Publisher:Edizioni Della Normale
Length:126 Pages
Weight:0.66 lbs.
Dimensions:0.4" x 6.5" x 9.5"
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