Probability and Stochastics
Erhan Cinlar
Springer-Verlag New York Inc., 2011
88,50 €On orderDelivery: 2-3 weeks
There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.
- ISBN-13
- 9780387878584
- ISBN-10
- 0387878580
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2011
- Publication date
- 2011-02-25
- Pages
- 558
- Dimensions
- 242x167x39
- Weight
- 958