By Wim Schoutens
ISBN-10: 038795015X
ISBN-13: 9780387950150
stochastic strategies and orthogonal polynomials. It covers themes like time established and asymptotic research for birth-death approaches and diffusions, martingale family for Lévy approaches, stochastic integrals and Stein's
approximation process. just about all recognized orthogonal polynomials, that are introduced jointly within the so-called Askey Scheme, come into play. This quantity truly illustrates the strong mathematical position of orthogonal
polynomials within the research of stochastic strategies and is made available for all mathematicians with a uncomplicated historical past in chance thought and mathematical research. Wim Schoutens is a Postdoctoral Researcher of the Fund
for clinical Research-Flanders (Belgium). He got his PhD in technological know-how from the Catholic college of Leuven, Belgium.
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Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics) by Wim Schoutens
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