Probability and Stochastic Processes for Physicists - Nicola Cufaro Petroni - Hardback Bog - Springer Nature Switzerland AG - 2020 - Engelsk -
Brand: Springer Nature Switzerland AG
Description
The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations.
