Stochastic Processes: Basic Theory and Its Applications

Prabhu, Narahari U.

ISBN 10: 9812706267 ISBN 13: 9789812706263
Published by World Scientific Pub Co Inc, 2008
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illustrated edition. 356 pages. 9.25x6.25x1.00 inches. In Stock. Seller Inventory # __9812706267

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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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Title: Stochastic Processes: Basic Theory and Its ...
Publisher: World Scientific Pub Co Inc
Publication Date: 2008
Binding: Hardcover
Condition: Brand New

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Published by WORLD SCIENTIFIC PUB CO INC, 2008
ISBN 10: 9812706267 ISBN 13: 9789812706263
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Gebunden. Condition: New. Provides guidelines and tools to study the applications of stochastic processes. This book includes coverage of research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems. It also covers measure theory at an element. Seller Inventory # 599238817

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