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分享AnIntroductiontoMarkovProcesses 3 个回复 - 2057 次查看
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theoryLeads the reader to a rigorous underst ...2015-4-15 23:05 - lasgpope - Forum
马尔科夫过程导论(AnIntroductiontoMarkovProcesses) 14 个回复 - 5926 次查看
《马尔科夫过程导论》讲述了:To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition p ...2010-10-4 18:50 - 饕餮吻 - 金融工程(数量金融)与金融衍生品