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Synopsis
Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.
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About the Author
Ph.D. Yale University
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An Introduction to Stochastic Processes
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An Introduction to Stochastic Processes
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Duxbury Press, 1996
ISBN 10: 0534255183
ISBN 13: 9780534255183
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An Introduction to Stochastic Processes
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