scientific article

Rabi N. Bhattacharya, Edward C. Waymire

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Brownian motion applications random walk Markov Chains Dynamic Programming Diffusions Stochastic Differential Equations Stochastic Optimization text on stochastic processes for graduate students

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov processes (60Jxx) Stochastic processes (60Gxx) Special processes (60Kxx)

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