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Stochastic Processes (Courant Lecture Notes in Mathematics) ISBN 13: 9780821840856
ISBN 10: 0821840851
Paperback; Providence: American Mathematical Society, October 25, 2007; ISBN-13: 978-0821840856
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Stochastic Processes (Courant Lecture Notes)
by S. R. S. Varadhan
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Stochastic Processes
by S. R. S. Varadhan
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Paperback / softback. New. 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.
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