Chapter 1-2 of this text covers material of a basic probability course. Chapter 3 deals with discrete stochastic processes including Martingale theory. Chapter 4 covers continous time stochastic processes like Brownian motion and stochastic differential equations. The last chapter selected topics go
Stochastic Processes: with Applications to Reliability Theory
β Scribed by Toshio Nakagawa (auth.)
- Publisher
- Springer-Verlag London
- Year
- 2011
- Tongue
- English
- Leaves
- 262
- Series
- Springer Series in Reliability Engineering
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Subjects
Quality Control, Reliability, Safety and Risk; Probability Theory and Stochastic Processes; Operations Research/Decision Theory
π SIMILAR VOLUMES
<p><P>This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.</P><P></P><P>The aim of this book is to provide the reader with the theoretical and
<p><P>This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.</P><P></P><P>The aim of this book is to provide the reader with the theoretical and
<P>Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the be