Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
Language: English
Published by Chapman and Hall/CRC, 2006
- Hardcover
- Used
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All pages and cover are intact. Dust jacket included if applicable, though it may be missing on hardcover editions. Spine and cover may show minor signs of wear including scuff marks, curls or bends to corners as well as cosmetic blemishes including stickers. Pages may contain limited notes or highlighting. "From the library of" labels may be present. Shrink wrap, dust covers, or boxed set packaging may be missing. Bundled media e.g., CDs, DVDs, access codes may not be included.
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- Title
- Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
- Author
- Lawler, Gregory F.
- Publisher
- Chapman and Hall/CRC
- Publication year
- 2006
- Condition
- good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 158488651X
- ISBN 13
- 9781584886518
- Edition
- 2nd Edition
Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory.
For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter.
New to the Second Edition:
Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals.
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