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9780821840856

Stochastic Processes

Stochastic Processes
$72.96
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Product details

  • ISBN-13: 9780821840856
  • ISBN: 0821840851
  • Publication Date: 2007
  • Publisher: American Mathematical Society

AUTHOR

Varadhan, S. R. S.

SUMMARY

This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. The text describes the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.Varadhan, S. R. S. is the author of 'Stochastic Processes', published 2007 under ISBN 9780821840856 and ISBN 0821840851.

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