Introduction to Stochastic Processes With R

DOI10.1002/9781118740712zbMath1360.60001OpenAlexW2505112404MaRDI QIDQ2803798

Robert P. Dobrow

Publication date: 2 May 2016

Full work available at URL: https://doi.org/10.1002/9781118740712

zbMATH Keywords

Brownian motionItô integralMonte Carlo methodstochastic processstochastic calculusMarkov chainbranching processmartingalePoisson process

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Theory of programming languages (68N15) Foundations of stochastic processes (60G05) Stochastic processes (60Gxx)

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Uses Software

• R

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