Analytical treatment of one-dimensional Markov processes.

Analytical treatment of one-dimensional Markov processes.

Saved in:
Bibliographic Details
Main Author: Mandl, Petr
Format: Book
Language:English
Published: Prague, Berlin, New York Academia, Pub. House of the Czechoslovak Academy of Sciences; Springer 1968.
Series:Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen mit besonderer Berücksichtigung der Anwendungsgebiete ; Bd. 151.
Subjects:
Markov processes.
contrôle optimal.
processus diffusion.
processus Markov unidimensionnel.
comportement asymptotique.
fonction transition.
opérateur différentiel.
processus stochastique.
Markov, Processus de.
Markov-Kette.
Description
Physical Description:xx, 192 pages 24 cm.
Bibliography:Includes bibliographical references (pages 188-190).

Similar Items