{"product_id":"9781032320465-advanced-course-in-probability-stochas","title":"An Advanced Course in Probability and Stochastic Processes","description":"\u003cmeta content=\"text\/html; charset=utf-8\" http-equiv=\"Content-Type\"\u003e\u003cp\u003e\u003cspan\u003e\u003cp\u003e\u003ci\u003eAn Advanced Course in Probability and Stochastic Processes \u003c\/i\u003eprovides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Fundamental stochastic processes are explored in considerable depth\u003c\/p\u003e\n\u003cbr\u003e\u003cp\u003e\u003ci\u003eAn Advanced Course in Probability and Stochastic Processes \u003c\/i\u003eprovides 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. \u003ci\u003eAn Advanced Course in Probability and Stochastic Processes \u003c\/i\u003eis meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes.\u003c\/p\u003e\n\u003cp\u003eKey Features:\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003eFocus on mathematical understanding\u003c\/li\u003e\n\u003cli\u003eRigorous and self-contained \u003c\/li\u003e\n\u003cli\u003eAccessible and comprehensive\u003c\/li\u003e\n\u003cli\u003eHigh-quality illustrations\u003c\/li\u003e\n\u003cli\u003eIncludes essential simulation algorithms\u003c\/li\u003e\n\u003cli\u003eExtensive list of exercises and worked-out examples\u003c\/li\u003e\n\u003cli\u003eElegant and consistent notation\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cbr\u003e\u003cbr\u003e\u003c\/span\u003e\u003c\/p\u003e","brand":"Rarewaves","offers":[{"title":"Default Title","offer_id":41108952776801,"sku":"9781032320465","price":146.35,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0092\/7504\/8033\/files\/orig_28394390.jpg?v=1734503907","url":"https:\/\/www.rarewaves.com\/products\/9781032320465-advanced-course-in-probability-stochas","provider":"Rarewaves.com","version":"1.0","type":"link"}