Forventes på lager: 30-03-2002
Discusses the theory of stochastic processes. This book presents basics of discrete time martingales. It includes such topics as Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations.
| Forlag | American Mathematical Society |
| Forfatter | N.V. Krylov |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 30-03-2002 |
| Første udgivelsesår | 2002 |
| Serie | Graduate Studies in Mathematics |
| Illustrationer | bibliography, index |
| Originalsprog | United States |
| Sideantal | 240 |
| Indbinding | Hardback |
| Forlag | American Mathematical Society |
| Sideoplysninger | 240 pages, bibliography, index |
| ISBN-13 / EAN-13 | 9780821829851 |