Introduction to stochastic processes with R / / Robert P. Dobrow.
Saved in:
| VerfasserIn: | |
|---|---|
| Place / Publishing House: | Hoboken, New Jersey : : John Wiley & Sons,, [2016] 2016 |
| Year of Publication: | 2016 |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (581 pages) :; illustrations |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- Markov chains : first steps
- Markov chains for the long term
- Branching processes
- Markov chain Monte Carlo
- Poisson process
- Continuous time
- Brownian motion
- A gentle introduction to stochastic calculus.