scientific article; zbMATH DE number 4178244

MaRDI QIDQ3201170zbMATH OpenFDO

Authors Rabi Bhattacharya, Edward C. Waymire

Publication date 1990

zbMATH Keywords

Brownian motionMarkov chainsstochastic differential equationstextbookDynamic programmingRandom walk

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60Gxx)

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