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Stochastic Processes (English, Richard F. Bass)-49% OFF
Science & Mathematics

Stochastic Processes (English, Richard F. Bass)

By Richard F. BassCambridge University Press
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Book Details

ISBN-139781107008007
ISBN-10110700800X

Product Description

About the Book

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of proces…

ISBN: 9781107008007

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