Stochastic Processes (English, Richard F. Bass)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107008007
ISBN-10
110700800X
Author
Richard F. Bass
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
ISBN-13: 9781107008007
ISBN-10: 110700800X
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Product ID: isbn-9781107008007
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