Stochastic Processes

Stochastic Processes pdf epub mobi txt 电子书 下载 2025

出版者:World Scientific Pub Co Inc
作者:Prabhu, Narahari U.
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页数:341
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出版时间:
价格:$ 82.49
装帧:HRD
isbn号码:9789812706263
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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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