Stochastic processes with applications/ Rabi N. Bhattacharya
Material type: TextPublication details: Singapore: John Wiley, 1937Description: Xiii, 672 pages 24cmISBN:- 9971511274
- 519.23 B575
Item type | Current library | Call number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 519.23 B575 (Browse shelf(Opens below)) | Available | Gifted by SQC Unit | C27411 |
includes index
Random walk and Brownian motion -- Discrete-parameter Markov chains -- Birth-death of Markov chains -- Continuous-parameter Markov chains -- Brownian Motion and Diffusions -- Dynamic programming and stochastic optimization -- An introduction to stochastic differential equations -- A probability and measure theory overview
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