Mathematical background on stochastic processes (Q2857568)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mathematical background on stochastic processes |
scientific article |
Statements
Mathematical background on stochastic processes (English)
0 references
4 November 2013
0 references
stochastic processes
0 references
stationary processes
0 references
Markov processes
0 references
stochastic calculus
0 references
jump-diffusion processes
0 references
Monte Carlo methods
0 references