Stochastic Processes |
|
| Author:
| Varadhan, S. R. S. |
| Series title: | Courant Lecture Notes Ser. |
| ISBN: | 978-0-8218-4085-6 |
| Publication Date: | Oct 2007 |
| Publisher: | American Mathematical Society
|
| Book Format: | Paperback |
| List Price: | USD $34.00USD $34.00 |
Book Description:
|
An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.
An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.