Kniha Introduction to Stochastic Processes Tapas Kumar Chandra

Introduction to Stochastic Processes

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: 50 % šanca
Prehľadáme celý svet
89.98
This is a text comprising the major theorems of Martingales and Stochastic Processes. The main topic...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2018
Stránok
592
EAN
9788184872217
ISBN
8184872216
Enbook ID
05048822
Hmotnosť
956
Rozmery
248 x 174 x 36

Kompletný popis

This is a text comprising the major theorems of Martingales and Stochastic Processes. The main topics covered are stopping times. Martingales, stochastic calculus. A unique feature of the book is the combined presentation of measure, probability and stochastic processes. Special features include: Poisson Processes, Brownian Motion, Markov Processes, Continuous Time Markov Chains, Stochastic Integration, Ergodic Theorems.

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