Introduction to stochastic processes
Auteur :
Chen, Mu-fa / Mao, Yong-hua
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814740302
Date de publication :
3 juin 2021
Langue :
Anglais
Pays d'origine :
Singapour
The objective here is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts in stochastic processes - Markov chains and stochastic analysis.