Martingales and Markov Chains

Paolo Baldi

Taylor & Francis Inc, 2002

220,75 €On orderDelivery: 2-3 weeks

A thorough grounding in Markov chains and martingales is essential to dealing with the complex situations encountered in the study of discrete time stochastic processes. This book presents more than 100 exercises and problems related to martingales and Markov chains, each with a detailed solution.

ISBN-13
9781584883296
ISBN-10
1584883294
Publisher
Taylor & Francis Inc
Year
2002
Publication date
2002-04-26
Pages
200
Dimensions
233x165x12
Weight
370