Stochastic Processes - - S.r.s. Varadhan - Paperback Bog - American Mathematical Society - 2007 - Engelsk - Booktok.dk
Brand: American Mathematical Society
Description
An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.