1643904

9780340741498

Statistical Inference for Diffusion Type Processes

Statistical Inference for Diffusion Type Processes

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  • ISBN-13: 9780340741498
  • ISBN: 034074149X
  • Publication Date: 1999
  • Publisher: Hodder Education

AUTHOR

Rao, B. L. S. Prakasa

SUMMARY

Rao is one of the foremost researchers in this complex area of probability theory. The book gives comprehensive coverage of the theory involved in diffusion type processes, followed by a discussion of stochastic modelling via semimartingales.Rao, B. L. S. Prakasa is the author of 'Statistical Inference for Diffusion Type Processes', published 1999 under ISBN 9780340741498 and ISBN 034074149X.

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