An Introduction to Stochastic Processes
β Scribed by Edward P. C.(Edward P.C. Kao) Kao
- Book ID
- 127455758
- Publisher
- Duxbury Press
- Year
- 1997
- Tongue
- English
- Weight
- 5 MB
- Edition
- 1
- Category
- Library
- City
- Belmont, Calif., USA
- ISBN-13
- 9780534255183
No coin nor oath required. For personal study only.
β¦ Synopsis
Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.
π SIMILAR VOLUMES
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has infl
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has infl