Introduction to Stochastic Processes

Gregory F. (University of Chicago, Illinois, USA) Lawler

Taylor & Francis Inc, 2006

158,95 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9781584886518
ISBN-10
158488651X
Publisher
Taylor & Francis Inc
Year
2006
Publication date
2006-05-16
Pages
248
Dimensions
243x165x18
Weight
512