Items related to STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS

STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS - Hardcover

Prabhu, Narahari U

 
9789812706263: STOCHASTIC PROCESSES: BASIC THEORY AND ITS APPLICATIONS
Hardcover
ISBN 10: 9812706267 ISBN 13: 9789812706263
Publisher: World Scientific Publishing Company, 2008

Synopsis

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

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Publisher
World Scientific Publishing Company
Publication date
2008
Language
English
ISBN 10 
9812706267
ISBN 13 
9789812706263
Binding
Hardcover
Number of pages
356