Introduction to Stochastic Processes / Libristo.pl
Introduction to Stochastic Processes

Code: 05048822

Introduction to Stochastic Processes

by Tapas Kumar Chandra, Sreela Gangopadhyay

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 measu ... more

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Book synopsis

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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Book category Books in English Mathematics & science Mathematics Applied mathematics

345.02 zł

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