Stochastic processes and their applications
Auteur :
Beichelt, Frank / Fatti, L. Paul
Éditeur :
Taylor & Francis Ltd
ISBN :
9780415272322
Date de publication :
18 oct. 2001
Dimensions :
25,4 x 17,8 cm
Poids :
790 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Assuming basic knowledge of calculus and probability theory, this text presents stochastic processes in a user-friendly way, containing numerous worked examples. The large number of exercises allows readers to check their understanding of the underlying theory, along with their ability to apply stochastic modelling in their own fields.