Martingales and markov chains: solved exercises and elements of theory
Auteur :
Baldi, Paolo
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138460331
Date de publication :
18 déc. 2020
Dimensions :
23,4 x 15,6 cm
Poids :
530 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution.