This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.
發表於2024-12-23
Applied Stochastic Processes (Universitext) 2024 pdf epub mobi 電子書 下載
圖書標籤: 數學 stochastic 金融數學 統計 processes
Text Book
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評分Text Book
評分Text Book
評分Text Book
Applied Stochastic Processes (Universitext) 2024 pdf epub mobi 電子書 下載