Bøger af Erhan Cinlar

The first undergraduate text to provide an accessible introduction to real and convex analysis, this book by renowned Princeton University academics covers all the fundamentals as well as the tools of analysis, and features lots of illustrations and exercises.

There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.