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Stochastic Processes: Basic Theory and Its Applications
Publisher:
World Scientific
Publication Date:
2007
Number of Pages:
341
Format:
Hardcover
Price:
58.00
ISBN:
9789812706263
Category:
Textbook
We do not plan to review this book.
- A Review of Probability Distributions and Their Properties
- Definition and Characteristics of a Stochastic Process
- Some Important Classes of Stochastic Processes
- Stationary Processes
- The Brownian Motion and the Poisson Process: Lévy Processes
- Renewal Processes and Random Walks
- Martingales in Discrete Time
- Branching Processes
- Regenerative Phenomena
- Markov Chains
- Tauberian Theorems
- Some Asymptotic Relations
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