Statistical Inference For Diffusion Type Processes
- Editore:
John Wiley And Sons Ltd
- Collana:
- Kendall\'s Library Of Statistics
- EAN:
9780340741498
- ISBN:
034074149X
- Pagine:
- 362
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Statistical Inference For Diffusion Type Processes
A diffusion process is a random process, best described as the gambling option "double or quits". This text gives comprehensive coverage of the theory involved in diffusion type processes, followed by a discussion of stochastic modelling via semi-martingales.
Fuori catalogo - Non ordinabile
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