Stochastic Processes: Basic Theory And Its Applications Narahari U Prabhu (Cornell University, Usa) 9789812706263

Name: Stochastic Processes: Basic Theory And Its Applications Narahari U Prabhu (Cornell University, Usa) 9789812706263
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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.

Book Information
ISBN 9789812706263
Author Narahari U Prabhu
Format Hardback
Page Count 356
Imprint World Scientific Publishing Co Pte Ltd
Publisher World Scientific Publishing Co Pte Ltd

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