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Introduction to the Theory of Random Processes - Graduate Studies in Mathematics N.V. Krylov
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Introduction to the Theory of Random Processes - Graduate Studies in Mathematics
N.V. Krylov
Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations.
240 pages, bibliography, index
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2002. gada 30. marts |
| ISBN13 | 9780821829851 |
| Izdevēji | American Mathematical Society |
| Lapas | 240 |
| Izmēri | 150 × 220 × 20 mm · 652 g |
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