Kniha Introduction to Stochastic Processes Tapas Kumar Chandra

Introduction to Stochastic Processes

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: 50 % šance
Prohledáme celý svět
2 077
This is a text comprising the major theorems of Martingales and Stochastic Processes. The main topic...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2018
Stránek
592
EAN
9788184872217
ISBN
8184872216
Enbook ID
05048822
Hmotnost
956
Rozměry
248 x 174 x 36

Kompletní 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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