00000nam a2200000 i 4500 UP-8027390931311820327 Buklod 20250408142541.0 m |o d | ta 250408s2024 flua b |001 0|eng d 9781032320465 (hbk) 23352032 BC-75660 Mind Mover Publishing House Inc. Php8,518.00 Rizavel Addawe, Department of Mathematics and Computer Science DLC BAG rda eng QA 274 K76 2024 Kroese, Dirk P. author. An advanced course in probability and stochastic processes Dirk P. Kroese and Zdravko I. Botev. Boca Raton, FL CRC Press, an imprint of Taylor & Francis Group 2024. xix, 357 pages color illustrations 26 cm text rdacontent unmediated rdamedia volume rdacarrier "A Chapman & Hall book" Includes bibliographical references and index. "An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, Lévy processes, Markov processes, and Itô processes are presented and explored in considerable depth, showcasing their many interconnections. Special attention is paid to martingales and the Wiener process and their central role in the treatment of stochastic integrals and stochastic calculus. This book includes many exercises, designed to test and challenge the reader and expand their skillset. An Advanced Course in Probability and Stochastic Processes is meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes"--Provided by publisher. Stochastic processes. Botev, Zdravko I. 1982- author. FO UPBAG UPBAG-MAIN QA 274 K76 2024 Book