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Introduction To The Theory Of Random Processes

by N.V. Krylov
language: english
Publisher: American Mathematical Society, March of 2002 ‧
114,91€
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Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations.

Introduction To The Theory Of Random Processes

by N.V. Krylov

Property Description
ISBN: 9780821829851
Publisher: American Mathematical Society
Release Date: March of 2002
Language: English
Cover: Hardcover
Pages: 240
Format: Book
Collection: Graduate Studies In Mathematics
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9780821829851

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