Artículos relacionados a Stochastic Processes with Applications (Wiley series...

Stochastic Processes with Applications (Wiley series in probability & mathematical statistics - applied section) - Tapa dura

Libro 123 de 353: Wiley Series in Probability and Statistics

Bhattacharya, Rabindranath; Waymire, Edward C.

 
9780471842729: Stochastic Processes with Applications (Wiley series in probability & mathematical statistics - applied section)

Sinopsis

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 and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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 and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.

"Sobre este título" puede pertenecer a otra edición de este libro.