Introduction to stochastic processes
Auteur :
Lawler, Gregory F.
Éditeur :
Taylor & Francis Inc
ISBN :
9781584886518
Date de publication :
16 mai 2006
Dimensions :
23,4 x 15,6 cm
Poids :
476 g
Langue :
Anglais
Pays d'origine :
USA
Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to important foundations of probability theory applicable to problems in many fields. It also discusses Markov chains, optimal stopping, martingales, and Brownian motion.