Sökt på: Böcker av Daniel W. Stroock
totalt 33 träffar
Mathematics of Probability
This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on …
Elements of Stochastic Calculus and Analysis
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to …
An Introduction to Markov Processes
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid …
An Introduction to Markov Processes
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid …
Essentials of Integration Theory for Analysis
When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhauser title by the same author, A Concise Introduction to …
Multidimensional Diffusion Processes
"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was …
Gaussian Measures in Finite and Infinite Dimensions
This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and …
Probability Theory
This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound …
Elements of Stochastic Calculus and Analysis
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to …
Elements of Stochastic Calculus and Analysis
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to …
Essentials of Integration Theory for Analysis
‘A Concise Introduction to the Theory of Integration’ was once a best-selling Birkhäuser title which published 3 editions. This manuscript is a substantial revision of the …
A Concise Introduction to the Theory of Integration
This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken originally by Norbert Wiener and the Parseval's formula, as well as the Fourier …