Stochastic Processes

Stochastic Processes

$200.00
Sale price  $200.00 Regular price 
Skip to product information
Stochastic Processes

Stochastic Processes

$200.00
Sale price  $200.00 Regular price 

This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. The text describes the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.

  • Author: S. R. S. Varadhan
  • Publisher: American Mathematical Soc.
  • Published: 2007
  • Pages: 138

You may also like