Introduction to the Theory of Random Processes

ISBN-13: 9780821829851 / Angielski / Twarda / 2002 / 240 str.

Usa) Minneapolis N. V. (University Of Minnesota Krylov

Opis

This work concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book.