Basic Stochastic Processes A Course Through Exercises

Name: Basic Stochastic Processes A Course Through Exercises
Availability: InStock
ISBN: 9783540761754

ISBN-10: 3540761756

ISBN-13: 9783540761754

Edition: 1999

Authors: Zdzislaw Brzezniak, Tomasz Zastawniak

List price: $37.99

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Description:

This is a final-year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working, for example, in the mathematics of finance.

Book details

List price: $37.99
Copyright year: 1999
Publisher: Springer London, Limited
Publication date: 10/16/1998
Binding: Paperback
Pages: 226
Size: 7.01" wide x 9.25" long x 0.27" tall
Weight: 1.078
Language: English



Preliminaries


Stochastic Processes: case studies


Markov Chains


Spectral Theory of Stationary Processes


Renewal Theory


Martingales


It Stochastic Processes