Stochastic processes
Auteur :
Varadhan, S.R.S.
Éditeur :
American Mathematical Society
ISBN :
9780821840856
Date de publication :
30 oct. 2007
Poids :
263 g
Langue :
Anglais
Pays d'origine :
USA
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.