Introduction to the theory of random processes
Auteur :
Krylov, N.V.
Éditeur :
American Mathematical Society
ISBN :
9780821829851
Date de publication :
30 mars 2002
Poids :
652 g
Langue :
Anglais
Pays d'origine :
USA
Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations.