Introduction to the Theory of Random Processes
N.V. Krylov
American Mathematical Society, 2002
128,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780821829851
- ISBN-10
- 0821829858
- Publisher
- American Mathematical Society
- Year
- 2002
- Publication date
- 2002-03-30
- Pages
- 240
- Weight
- 652