Stochastic Processes
Lectures given at Aarhus University
E Barndorff-Nielsen, Ole / Sato, /
Erschienen am
01.02.2004, Auflage: 1. Auflage
Beschreibung
InhaltsangabePreliminaries.- Additive Processes (Processes with Independent Increments).- Markov Processes.- Exercises.- Solutions of Exercises.
Autorenportrait
Inhaltsangabe0 Preliminaries.- 1 Additive Processes (Processes with Independent Increments).- 2 Markov Processes.- Exercises.- E.0 Chapter 0.- E.1 Chapter 1.- E.2 Chapter 2.- Appendix: Solutions of Exercises.- A.0 Chapter 0.- A.1 Chapter 1.- A.2 Chapter 2.
