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Stochastic Processes: Basic Theory and Its Applications (in English)
Narahari U. Prabhu
(Author)
·
World Scientific Publishing Company
· Hardcover
Stochastic Processes: Basic Theory and Its Applications (in English) - Prabhu, Narahari U.
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Origin: United Kingdom
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Synopsis "Stochastic Processes: Basic Theory and Its Applications (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
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