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Basic Stochastic Processes

Basic Stochastic Processes

Authors
Publisher ISTE Ltd and John Wiley & Sons Inc
Year 04/08/2015
Pages 326
Version hardback
Readership level Professional and scholarly
Language English
ISBN 9781848218826
Categories Mathematical modelling
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740.25 PLN / €158.71 / £137.77
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Book description

This book presents basic stochastic processes, stochastic calculus including Levy processes on one hand, and Markov and Semi Markov models on the other.

Basic Stochastic Processes

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