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Introduction To Stochastic Processes

Pub Date : 2013-02-01 | Author : Erhan Cinlar | Publisher : Courier Corporation

ISBN 10 : 9780486497976
ISBN 13 : 0486497976

This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom ..


Stochastic Processes

Pub Date : 2011-10-06 | Author : Richard F. Bass | Publisher : Cambridge University Press

ISBN 10 : 9781139501477
ISBN 13 : 113950147X

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning g..


Stochastic Processes

Pub Date : 2007 | Author : S. R. S. Varadhan | Publisher : American Mathematical Soc.

ISBN 10 : 9780821840856
ISBN 13 : 0821840851

This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with in..


Stochastic Processes And Filtering Theory

Pub Date : 2013-04-15 | Author : Andrew H. Jazwinski | Publisher : Courier Corporation

ISBN 10 : 9780486318196
ISBN 13 : 0486318192

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole p..


Stochastic Processes With Applications To Finance

Pub Date : 2002-07-29 | Author : Masaaki Kijima | Publisher : CRC Press

ISBN 10 : 1584882247
ISBN 13 : 9781584882244

In recent years, modeling financial uncertainty using stochastic processes has become increasingly important, but it is commonly perceived as requiring a deep mathematical backgrou..



An Introduction To Stochastic Processes

Pub Date : 1978 | Author : M. S. Bartlett | Publisher : CUP Archive

ISBN 10 : 0521215854
ISBN 13 : 9780521215855

Random sequences; Processes in continuous time; Miscellaneous statistical applications; Limiting stochastic operations; Stationary processes; Prediction and communication theory; T..