Random Processes: First-passage And Escape

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A01=Jaume Masoliver
Author_Jaume Masoliver
Category=PBWL
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Extremes
First-Passage Times
Random Processes
Stochastic Calculus

Product details

  • ISBN 9789813225312
  • Publication Date: 23 Aug 2018
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
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Random processes are one of the most powerful tools in the study and understanding of countless phenomena in natural and social sciences.The book is a complete medium-level introduction to the subject. The book is written in a clear and pedagogical manner but with enough rigor and scope that can appeal to both students and researchers.This book is addressed to advanced students and professional researchers in many branches of science where level crossings and extremes appear but with some particular emphasis on some applications in socio-economic systems.

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