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Introduction To Stochastic Processes

by Gregory F. (University Of Chicago, Illinois, Usa) Lawler
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language: english
Publisher: TAYLOR & FRANCIS INC, May of 2006 ‧
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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.

Introduction To Stochastic Processes

by Gregory F. (University Of Chicago, Illinois, Usa) Lawler

Property Description
ISBN: 9781584886518
Publisher: TAYLOR & FRANCIS INC
Release Date: May of 2006
Language: English
Cover: Hardcover
Pages: 248
Format: Book
Collection: Chapman & Hall/Crc Probability Series
Categories: Books in English > Science > Mathematics
EAN: 9781584886518