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Probability and Stochastics
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Probability and Stochastics

Forfatter:
innbundet, 2011
Engelsk
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.

Forfatter
Erhan Çinlar
Opplag
2011 ed.
ISBN
9780387878584
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
25.2.2011
Antall sider
558