Basic Stochastic Processes - Devolder, Pierre (Universite Catholique de Louvain); Janssen, Jacques; Manca, Raimondo
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This book presents basic stochastic processes, stochastic calculus including Levy processes on one hand, and Markov and Semi Markov models on the other.

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Produktbeschreibung
This book presents basic stochastic processes, stochastic calculus including Levy processes on one hand, and Markov and Semi Markov models on the other.
Autorenporträt
Pierre Devolder, Université catholique de Louvain, Belgium. Jacques Janssen, Solvay Business School, Brussels, Belgium. Raimondo Manca, University "La Sapienza", Rome, Italy.