Stochastic Processes (Courant Lecture Notes)

Stochastic Processes (Courant Lecture Notes)

by S.R.S.Varadhan (Author)

Synopsis

An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.

$33.97

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1 in stock

More Information

Format: Paperback
Pages: 126
Publisher: American Mathematical Society
Published: 29 Nov 2007

ISBN 10: 0821840851
ISBN 13: 9780821840856