Introduction to stochastic processes [monographie] A complete, detailed, and well-written treatment of the fundamental stochastic processes-emphazing sample paths and recursive computational methods |
| Auteur(s): | Cinlar, Erhan (1941-) (Ed.) |
| Langue: | anglais |
| Editeur, date d'édition: | Prentice-Hall International, Inc., 1975 |
| Ville(s) d'édition: | Englewood Cliffs, NJ (US) |
| ISBN: | 0-13-498089-1 |
| Classification MSC: | 60-02 |
| Notes: | x + exercices + bibliogr. pp. 383-385 + index pp. 393-402 + 23 cm ; 402 p |
| Thèmes: | processus stochastique, processus markov, martingale, diffusion, energie, topologie fine, integrale feynman, integrale schrodinger, processus naissance et mort |
Exemplaire(s)
| Cote | Retour |
|---|---|
| 70.5 CIN 75 | Disponible |