Stochastic processes: basic theory and its applications
Auteur :
Prabhu, Narahari U
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812706263
Date de publication :
3 oct. 2007
Langue :
Anglais
Pays d'origine :
Singapour
Provides guidelines and tools to study the applications of stochastic processes. This book includes coverage of research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems. It also covers measure theory at an elementary level.