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Probability and Stochastics - Graduate Texts in Mathematics Erhan Cinlar 2011 edition
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Probability and Stochastics - Graduate Texts in Mathematics
Erhan Cinlar
There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes.
572 pages, 1, black & white illustrations
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2011年2月25日 |
| ISBN13 | 9780387878584 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 558 |
| 寸法 | 167 × 242 × 39 mm · 958 g |
| 言語 | 英語 |
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