Liknande böcker

Denumerable Markov Chains
Bok av John G Author Kemeny
General irreducible Markov chains and non-negative operators
Bok av Esa Nummelin
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Bok av L C G Rogers
Stochastic Calculus : An Introduction Through Theory and Exercises
Bok av Paolo Baldi
Markov Chains
Bok av Brémaud
Handbook of Brownian Motion
Bok av Andrei Borodin och Paavo Salminen
Dirichlet Forms and Symmetric Markov Processes
Bok av Masatoshi Fukushima
Markov Processes, Feller Semigroups And Evolution Equations
Bok av Van Casteren Van Casteren Jan A

Martingales and Markov Chains : Solved Exercises and Elements of Theory

Martingales et chaînes de Markov
Bok av Paolo Baldi
A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare th