Stochastic Processes with Applications (Wiley series in probability & mathematical statistics - applied section) - Hardcover

Bhattacharya, Rabindranath; Waymire, Edward C.

 
9780471842729: Stochastic Processes with Applications (Wiley series in probability & mathematical statistics - applied section)
Hardcover
ISBN 10: 0471842729 ISBN 13: 9780471842729
Verlag: John Wiley & Sons Inc, 1990

Inhaltsangabe

This graduate work on stochastic processes provides a self- contained and systematic treatment of major topics such as random walk, Brownian motion, martingales, Markov chains indiscrete and continuous, stochastic optimization and stochastic differential equations. Beginning at a very simple technical level, the book gradually builds intuition and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.

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Reseña del editor

This graduate work on stochastic processes provides a self- contained and systematic treatment of major topics such as random walk, Brownian motion, martingales, Markov chains indiscrete and continuous, stochastic optimization and stochastic differential equations. Beginning at a very simple technical level, the book gradually builds intuition and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
John Wiley & Sons Inc
Erscheinungsdatum
1990
Sprache
Englisch
ISBN 10 
0471842729
ISBN 13 
9780471842729
Einband
Tapa dura
Anzahl der Seiten
688
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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