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Introduction to Stochastic Processes

Introduction to Stochastic Processes

Hardback (05 Jul 2018)

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Publisher's Synopsis

Describes the main features of major stochastic processes, giving definition of basic concepts and presenting key results with rigorous proofs. The theory is developed from basic foundation with a view to build a sound understanding of the subject. An introduction to ergodic theory is presented in the second part of the book.

Book information

ISBN: 9788184872217
Publisher: Alpha Science International
Imprint: Narosa Publishing House
Pub date:
Language: English
Number of pages: 592
Weight: 956g
Height: 174mm
Width: 248mm
Spine width: 36mm