Modern Applied Mathematics Handbook. Probability, Statistics, and Stochastic Processes Volume: Probability, Statistics, and Stochastic Processes Volume

Author: Editorial Committee of "Modern Applied Mathematics Handbook"
Publisher:
Publishing Date: 2003-11-01
Features: This book introduces the basic concepts and fundamental results in probability theory; various classical and modern mathematical statistics methods; general theory and applied probability methods of stochastic processes, as well as potential theory, martingale theory, stochastic differential equations, forecasting and filtering, stochastic simulation, and Markov decision planning.