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Introduction to Stochastic Processes

Language EnglishEnglish
Book Hardback
Book Introduction to Stochastic Processes Tapas Kumar Chandra
Libristo code: 05048822
Publishers Narosa Publishing House, April 2018
This is a text comprising the major theorems of Martingales and Stochastic Processes. The main topic... Full description
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This is a text comprising the major theorems of Martingales and Stochastic Processes. The main topics covered are stopping times. Martingales, stochastic calculus. A unique feature of the book is the combined presentation of measure, probability and stochastic processes. Special features include: Poisson Processes, Brownian Motion, Markov Processes, Continuous Time Markov Chains, Stochastic Integration, Ergodic Theorems.

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About the book

Full name Introduction to Stochastic Processes
Author Tapas Kumar Chandra, Sreela Gangopadhyay
Language English
Binding Book - Hardback
Date of issue 2018
Number of pages 592
EAN 9788184872217
ISBN 8184872216
Libristo code 05048822
Publishers Narosa Publishing House
Weight 956
Dimensions 248 x 174 x 36

Categories

Mathematics & Science > Mathematics > Applied mathematics
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