Stochastic Processes with Applications von Rabi Bhattacharya | ISBN 9780387987927

Stochastic Processes with Applications

von Rabi Bhattacharya und Edward C. Waymire
Mitwirkende
Autor / AutorinRabi Bhattacharya
Autor / AutorinEdward C. Waymire
Buchcover Stochastic Processes with Applications | Rabi Bhattacharya | EAN 9780387987927 | ISBN 0-387-98792-4 | ISBN 978-0-387-98792-7
grad math stud, mathematicians

Stochastic Processes with Applications

von Rabi Bhattacharya und Edward C. Waymire
Mitwirkende
Autor / AutorinRabi Bhattacharya
Autor / AutorinEdward C. Waymire

Inhaltsverzeichnis

* Random Walk and Brownian Motion * Discrete Parameter Markov Processes * Continuous Parameter Markov Processes * Martingales * Analytic Theory of Diffusions * Stochastic Differential Equations and Diffusions * Dynamic Programming, Stochastic Optimization, Finance * An Overview of Probability