Identifiant pérenne de la notice : 235081035
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Note publique d'information : This book provides a rigorous yet accessible introduction to the theory of stochastic
processes. A significant part of the book is devoted to the classic theory of stochastic
processes. In turn, it also presents proofs of well-known results, sometimes together
with new approaches. Moreover, the book explores topics not previously covered elsewhere,
such as distributions of functionals of diffusions stopped at different random times,
the Brownian local time, diffusions with jumps, and an invariance principle for random
walks and local times. Supported by carefully selected material, the book showcases
a wealth of examples that demonstrate how to solve concrete problems by applying theoretical
results. It addresses a broad range of applications, focusing on concrete computational
techniques rather than on abstract theory. The content presented here is largely self-contained,
making it suitable for researchers and graduate students alike
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