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Probability and Stochastics
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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.

Forfatter
Erhan Çinlar
Opplag
2011 ed.
ISBN
9781461428121
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
19.4.2013
Antall sider
558