Neuware - 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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Bibliographic Details

Title: Stochastic Processes: Basic Theory and Its Applications
Publisher: World Scientific Publishing Company Feb 2008
Publication Date: 2008
Language: English
ISBN 10: 9812706267
ISBN 13: 9789812706263
Binding: Buch
Condition: Neu
Dimensions: 233 millimeters width by 160 millimeters height by 25 millimeters depth
Weight: 635 grams

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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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