Essentials of Stochastic Processes

ISBN-13: 9780821838983 / Angielski / Twarda / 2006 / 171 str.

Kiyosi Ito

Opis

Offers a comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. This book presents explanations of the fundamental concepts and