scientific article; zbMATH DE number 4178244

zbMATH Open0715.60046MaRDI QIDQ3201170FDOQ3201170

Authors: Rabi Bhattacharya, Edward C. Waymire 

Publication date: 1990

Title of this publication is not available (Why is that?)

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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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