Probability and stochastics
Auteur :
Çınlar, Erhan
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387878584
Date de publication :
25 févr. 2011
Langue :
Anglais
Pays d'origine :
USA
There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.