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Stochastic Processes with Applications (Graduate Texts in Mathematics)
Stochastic Processes with Applications - Graduate Texts in Mathematics
Author: Rabi N. Bhattacharya, Edward C. Waymire
This graduate work on stochastic processes provides a self- contained and systematic treatment of major topics such as random walk, Brownian motion, martingales, Markov chains indiscrete and continuous, stochastic optimization and stochastic differential equations. Beginning at a very simple technical level, the book gradually builds intuition a...  more »
ISBN-13: 9780387987927
ISBN-10: 0387987924
Pages: 680
Edition: 2nd
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Publisher: Springer
Book Type: Hardcover
Members Wishing: 0
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