Applied Stochastic Processes
|Publication Date:||Jul 2013|
| Publisher:||CRC Press LLC|
| Imprint:||Chapman & Hall/CRC|
| Book Format:||Hardback|
|List Price:||USD $92.00|
| Book Description: |
Applied Stochastic Processespresents a concise, graduate-level treatment of the subject, emphasizing applications and practical computation. It also establishes the complete mathematical theory in an accessible way.
After reviewing basic probability, the text covers Poisson processes, renewal processes, discrete- and continuous-time Markov chains, and Brownian motion. It also offers an introduction to stochastic differential equations. While the main applications described...