Stochastic Processes: Basic Theory And Its Applications

Narahari U (Cornell University, Usa) Prabhu

World Scientific Publishing Co Pte Ltd, 2007

112,75 €On orderDelivery: 2-3 weeks

Provides guidelines and tools to study the applications of stochastic processes. This book includes coverage of research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems. It also covers measure theory at an elementary level.

ISBN-13
9789812706263
ISBN-10
9812706267
Publisher
World Scientific Publishing Co Pte Ltd
Year
2007
Publication date
2007-10-03
Pages
356
Dimensions
234x155x23
Weight
630