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Probability and Stochastics
Tallenna

Probability and Stochastics

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
9781461428121
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
19.4.2013
Sivumäärä
558