Publication:3998410
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zbMath0744.60032MaRDI QIDQ3998410
Rabi N. Bhattacharya, Edward C. Waymire
Publication date: 17 September 1992
Brownian motion; applications; random walk; Markov Chains; Dynamic Programming; Diffusions; Stochastic Differential Equations; Stochastic Optimization; text on stochastic processes for graduate students
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Jxx: Markov processes
60Gxx: Stochastic processes
60Kxx: Special processes
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