Gives a rigorous yet understandable presentation of the theory of
stochastic processes

Presents the theory of distributions of functionals of diffusions
including local times, rarely found in literature

Devotes serious attention to the Brownian local time

Includes many examples and exercises


Gives a rigorous yet understandable presentation of the theory of
stochastic processes  

Presents the theory of distributions of functionals of diffusions
including local times, rarely found in literature  

Devotes serious attention to the Brownian local time  

Includes many examples and exercises


Stochastic Processes (Softcover Reprint of the Original 1st 2017)Paperback - Softcover Reprint of the Original 1st 2017, 24 May 2018

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