Black November: Store besparelser hele måneden Vi fejrer Black Friday hele november måned med store besparelser
Udvidet returret til d. 31. januar 2025
Hjælp
Login
  1. Forside
  2. Bøger
  3. Business og læring
  4. Poisson Point Processes and Their Application to Markov Processes

Poisson Point Processes and Their Application to Markov Processes - Kiyosi Ito - Bog

af Kiyosi Ito

indgår i SpringerBriefs in Probability and Mathematical Statistics serien

Poisson Point Processes and Their Application to Markov Processes af Kiyosi Ito
Bag om Poisson Point Processes and Their Application to Markov Processes

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811002717
  • Indbinding:
  • Paperback
  • Sideantal:
  • 43
  • Udgivet:
  • 24. december 2015
  • Udgave:
  • 12015
  • Størrelse:
  • 235x155x3 mm.
  • Vægt:
  • 1007 g.
  • 8-11 hverdage.
  • 6. december 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Bag om Kiyosi Ito

Vis alle bøger af Kiyosi Ito

Beskrivelse af Poisson Point Processes and Their Application to Markov Processes

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}.

Brugerbedømmelser af Poisson Point Processes and Their Application to Markov Processes



Andre købte også..
Find lignende bøger
Bogen Poisson Point Processes and Their Application to Markov Processes findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.