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Topics in Stochastic Processes
Language: en
Pages: 332
Authors: Robert B. Ash
Categories: Mathematics
Type: BOOK - Published: 2014-06-20 - Publisher: Academic Press

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Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This
Topics in Stochastic Processes
Language: en
Pages: 338
Authors: Robert B. Ash
Categories: Mathematics
Type: BOOK - Published: 1975 - Publisher:

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Stochastic Processes, Introduction, Covariance functions, Second order calculus, Karhunen-loeve expansion, Estimation problems, Notes; Spectral theory and predi
Stochastic Processes and Related Topics
Language: en
Pages: 391
Authors: Ioannis Karatzas
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Sta
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
A First Look At Stochastic Processes
Language: en
Pages: 213
Authors: Jeffrey S Rosenthal
Categories: Mathematics
Type: BOOK - Published: 2019-09-26 - Publisher: World Scientific

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This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jump