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Surveys in Stochastic Processes
Language: en
Pages: 270
Authors: Jochen Blath
Categories: Mathematics
Type: BOOK - Published: 2011 - Publisher: European Mathematical Society

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The 33rd Bernoulli Society Conference on Stochastic Processes and Their Applications was held in Berlin from July 27 to July 31, 2009. It brought together more
Stochastic Processes
Language: en
Pages: 549
Authors: Sheldon M. Ross
Categories: Mathematics
Type: BOOK - Published: 1995-02-28 - Publisher: John Wiley & Sons

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A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and i
Large Deviations for Stochastic Processes
Language: en
Pages: 426
Authors: Jin Feng
Categories: Mathematics
Type: BOOK - Published: 2006 - Publisher: American Mathematical Soc.

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The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in
Stochastic Processes
Language: en
Pages: 290
Authors: John Lamperti
Categories: Markov processes
Type: BOOK - Published: 1977 - Publisher:

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Analysis of Variations for Self-similar Processes
Language: en
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Authors: Ciprian Tudor
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Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media

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Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las