Stochastic processes with applications
Author(s)
Bibliographic Information
Stochastic processes with applications
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
Wiley, c1990
Available at / 63 libraries
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
519.1-187-B081000083333
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Note
Includes bibliographical references
Description and Table of Contents
Description
This graduate work on stochastic processes provides a self- contained and systematic treatment of major topics such as random walk, Brownian motion, martingales, Markov chains indiscrete and continuous, stochastic optimization and stochastic differential equations. Beginning at a very simple technical level, the book gradually builds intuition and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.
Table of Contents
- Random Walk and Brownian Motion
- Discrete-Parameter Markov Chains
- Birth-Death Markov Chains
- Continuous-Parameter Markov Chains
- Brownian Motion and Diffusions
- Dynamic Programming and Stochastic Optimization
- An Introduction to Stochastic Differential Equations
- A Probability and Measure Theory Overview
- Author Index
- Subject Index.
by "Nielsen BookData"