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Introduction to Stochastic Processes - MaRDI portal

Introduction to Stochastic Processes (Q4975104)

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scientific article; zbMATH DE number 6758533
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English
Introduction to Stochastic Processes
scientific article; zbMATH DE number 6758533

    Statements

    title
    Introduction to Stochastic Processes (English)
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    author
    Yong Hua Mao
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    Chen Mu-Fa
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    publication date
    8 August 2017
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    zbMATH Keywords
    Markov chains
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    stochastic analysis
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    ergodicity
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    Feynman-Kac formula
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    Identifiers

    DOI
    10.1142/9903
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    Mathematics Subject Classification ID
    60-01
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    60G05
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    60J10
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    60J27
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    60J60
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    zbMATH DE Number
    6758533
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    OpenAlex ID
    W3144598079
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