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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2007. gada 30. oktobris |
| ISBN13 | 9780821840856 |
| Izdevēji | American Mathematical Society |
| Lapas | 126 |
| Izmēri | 181 × 279 × 12 mm · 263 g |
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