Studies in the Theory of Random Processes
Author | : A. V. Skorokhod |
Publisher | : Courier Corporation |
Total Pages | : 209 |
Release | : 2014-07-28 |
ISBN-10 | : 9780486781464 |
ISBN-13 | : 0486781461 |
Rating | : 4/5 (461 Downloads) |
Download or read book Studies in the Theory of Random Processes written by A. V. Skorokhod and published by Courier Corporation. This book was released on 2014-07-28 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three-part treatment introduces basics plus theory of stochastic differential equations and various limit theorems connected with convergence of sequence of Markov chains to Markov process with continuous time. 1965 edition.