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Introduction to Stochastic Processes

Language EnglishEnglish
Book Hardback
Book Introduction to Stochastic Processes Gregory F. Lawler
Libristo code: 06699589
Publishers Taylor & Francis Inc, May 2006
Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to importan... Full description
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Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to important foundations of probability theory applicable to problems in many fields. It also discusses Markov chains, optimal stopping, martingales, and Brownian motion.

About the book

Full name Introduction to Stochastic Processes
Author Gregory F. Lawler
Language English
Binding Book - Hardback
Date of issue 2006
Number of pages 248
EAN 9781584886518
ISBN 9781584886518
Libristo code 06699589
Publishers Taylor & Francis Inc
Weight 512
Dimensions 165 x 243 x 18

Categories

Mathematics & Science > Mathematics > Probability & statistics > Bayesian inference
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