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Martingales and Stochastic Integrals by P. E. Kopp 9780521090339
RRP: $60.63Booksplease Price: $58.58This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is... -
Introduction to Hidden Semi-Markov Models by John van der Hoek 9781108441988
RRP: $74.82Booksplease Price: $68.41Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov...