Exercises of Stochastic Processes
Simone Malacrida
Editora: Simone Malacrida
Sinopse
In this book, exercises are carried out regarding the following mathematical topics:Markov chains and Markovian stochastic processestime-dependent and time-independent stochastic processesrandom walks and Brownian motionInitial theoretical hints are also presented to make the performance of the exercises understood.
