Title: Stochastic Processes with Applications (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
Publisher: Wiley-Interscience
Publication Date: 1990
Language: English
ISBN 10: 0471842729
ISBN 13: 9780471842729
Binding: hardcover
Condition: Good
Dust Jacket Condition: Dust Jacket Included

About this title

Synopsis

This graduate work on stochastic processes provides a self- contained and systematic treatment of major topics such as random walk, Brownian motion, martingales, Markov chains indiscrete and continuous, stochastic optimization and stochastic differential equations. Beginning at a very simple technical level, the book gradually builds intuition and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.

Review

'This may be the best all-around treatment [of stochastic processes] for use by graduate students with varied backgrounds but with some mathematical ambitions.' William G. Faris, University of Arizona

'The book is remarkably comprehensive. The additional notes at the end of the chapters contain a fund of information.' Richard F. Gundy, Rutgers University

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