Title: Stochastic Processes with Applications (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
Publisher: Wiley-Interscience
Publication Date: 1990
Language: English
ISBN 10: 0471842729
ISBN 13: 9780471842729
Binding: Hardcover
Condition: Very Good
Dust Jacket Condition: No Jacket
Weight: 2.05 pounds

About this title

Synopsis

Provides a clear and concise explanation of stochastic theory with an emphasis on computation and examples. This practical graduate text develops theory at an understandable technical level and offers challenging examples to underscore theoretical principles. A special section at the end of each chapter offers additional examples and applications to reinforce the theory in the chapter exercises, and the self-contained chapter on measure theory can be used as a short course or integrated into a general stochastic processes class. The sample course outlines that illustrate the different types of courses that could be based on the text will be of particular interest to professors/instructors.

Book Description

A very broad coverage of the most applicable aspects of stochastic processes. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. It is for graduate students, but will also be useful to professionals as a reference.

"About this title" may belong to another edition of this title.

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