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Probability and Stochastics
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Probability and Stochastics

Kirjailija:
sidottu, 2011
englanti
There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.

Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.

Kirjailija
Erhan Çinlar
Painos
2011 ed.
ISBN
9780387878584
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
25.2.2011
Sivumäärä
558