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Introduction to Stochastic Processes

Usually dispatched within 3 - 5 business days.

In Stock (569)

£ 77.99

Description

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus.