Buch, Englisch, Band 390, Format (B × H): 155 mm x 235 mm
Buch, Englisch, Band 390, Format (B × H): 155 mm x 235 mm
Reihe: Graduate Texts in Mathematics
ISBN: 978-0-387-98792-7
Verlag: Springer
Intended for use in a graduate mathematics course in stochastic processes, this book is also suitable for students from sciences and engineering. Focusing on computation and examples, it contains "Chapter applications" at the end of the chapters, which are drawn from physics, computer science, economics, and engineering.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Random Walk and Brownian Motion * Discrete Parameter Markov Processes * Continuous Parameter Markov Processes * Martingales * Analytic Theory of Diffusions * Stochastic Differential Equations and Diffusions * Dynamic Programming, Stochastic Optimization, Finance * An Overview of Probability




