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Markov Processes And Applications eBook

Algorithms, Networks, Genome And Finance

by Etienne Pardoux
language: english
Publisher: WILEY, November of 2008 ‧
95,33€
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Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. This book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It presents an introduction to stochastic calculus and mathematical finance.

Markov Processes And Applications

Algorithms, Networks, Genome And Finance

by Etienne Pardoux

Property Description
ISBN: 9780470721865
Publisher: WILEY
Release Date: November of 2008
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Wiley Series In Probability And Statistics
Categories: eBooks in English > Science > Mathematics
EAN: 9780470721865