Stochastic Processes: Basic Theory And Its Applications
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€94.99
A01=Narahari U Prabhu
Author_Narahari U Prabhu
Branching Processes
Brownian Motion
Category=PBWL
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
LAfA(C)vy Processes
Levy Processes
Lévy Processes
Martingales
Poisson Process
Random Walks
Regenerative Phenomena
Renewal Processes
Stationary Processes
Tauberian Theorems
Product details
- ISBN 9789812706263
- Publication Date: 03 Oct 2007
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
