Introduction to Stochastic Processes, Hardback Book

Description

This is a text comprising the major theorems of Martingales and Stochastic Processes.

The main topics covered are stopping times. Martingales, stochastic calculus. A unique feature of the book is the combined presentation of measure, probability and stochastic processes.

Special features include: Poisson Processes, Brownian Motion, Markov Processes, Continuous Time Markov Chains, Stochastic Integration, Ergodic Theorems.

Information

  • Format: Hardback
  • Pages: 650 pages
  • Publisher: Narosa Publishing House
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9788184872217

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Also by Tapas Kumar Chandra