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Martingales and Markov Chains (English, Paolo Baldi)
Chapman and Hall/CRC

Martingales and Markov Chains (English, Paolo Baldi)

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About the Book

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 them to tackle real problems. In addition to a quick but thorough exposition of the theory, Martingale…

ISBN: 9781584883296

Book Specifications

ISBN-139781584883296
ISBN-101584883294
PublisherChapman and Hall/CRC
CategoryChapman and Hall/CRC

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