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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.

Författare
Erhan Çinlar
Upplaga
2011 ed.
ISBN
9781461428121
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2013-04-19
Sidor
558