Stochastic Processes and Their Applications (Stochastics Monographs)

Fatti, L. Paul,Beichelt, Frank

ISBN 10: 0415272327 / ISBN 13: 9780415272322

Published by CRC Press, 2001

About this Item

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Bibliographic Details

• Title: Stochastic Processes and Their Applications (Stochastics Monographs)
• Publisher: CRC Press
• Publication Date: 2001
• Language: English
• ISBN 10: 0415272327
• ISBN 13: 9780415272322
• Binding: Hardcover
• Condition: Good

About this title

Synopsis

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.

About the Author

Frank Beichelt, L. Paul Fatti