Code: 05068747

Stochastic Processes: Basic Theory And Its Applications

Name: Stochastic Processes: Basic Theory And Its Applications
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05068747
Price: 103.07 EUR
Availability: BackOrder
Author: Narahari U. Prabhu
ISBN: 9789812706263

by Narahari U. Prabhu

Language: English
Binding: Hardback
Number of pages: 356
Publisher: World Scientific Publishing Co Pte Ltd, 2007
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Book synopsis

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.