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Stationary Processes and Discrete Parameter Markov Processes
innbundet,
2022,
Engelsk,
ISBN 9783031009419
This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, …
Random Walk, Brownian Motion, and Martingales
innbundet,
2021,
Engelsk,
ISBN 9783030789374
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. …
Continuous Parameter Markov Processes and Stochastic Differential Equations
innbundet,
2023,
Engelsk,
ISBN 9783031332944
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and …