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Lectures on the Theory of Stochastic Processes
Language: en
Pages: 192
Authors: Anatolij V. Skorochod
Categories: Mathematics
Type: BOOK - Published: 2019-01-14 - Publisher: Walter de Gruyter GmbH & Co KG

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No detailed description available for "Lectures on the Theory of Stochastic Processes".
Stochastic Processes
Language: en
Pages: 246
Authors: Kiyosi Ito
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decompos
Lectures in Elementary Probability Theory and Stochastic Processes
Language: en
Pages: 296
Authors: Jean-Claude Falmagne
Categories: Mathematics
Type: BOOK - Published: 2002 - Publisher: McGraw-Hill Science, Engineering & Mathematics

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Designed for undergraduate mathematics students or graduate students in the sciences. This book can be used in a prerequisite course for Statistics (for math ma
Stochastic Processes
Language: en
Pages: 549
Authors: Sheldon M. Ross
Categories: Mathematics
Type: BOOK - Published: 1995-02-28 - Publisher: John Wiley & Sons

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A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and i
Essentials of Stochastic Processes
Language: en
Pages: 282
Authors: Richard Durrett
Categories: Mathematics
Type: BOOK - Published: 2016-11-07 - Publisher: Springer

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f