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Stochastic Processes - Courant Lecture Notes S.R.S. Varadhan
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Stochastic Processes - Courant Lecture Notes
S.R.S. Varadhan
An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.
126 pages
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 30. oktobra 2007 |
| ISBN13 | 9780821840856 |
| Založniki | American Mathematical Society |
| Strani | 126 |
| Dimenzije | 181 × 279 × 12 mm · 263 g |
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