Stochastic Processes
by Leif Mejlbro
Publisher: BookBoon 2012
ISBN-13: 9788776815240
Number of pages: 263
Description:
In this book you will find the basic stochastic processes mathematics that is needed by engineers and university students. Topics such as elementary probability calculus, density functions and stochastic processes are illustrated.
Download or read it online for free here:
Download link 1
Download link 2
(multiple PDF files)
Similar books
Lectures on Stochastic Flows and Applicationsby H. Kunita - Tata Institute Of Fundamental Research
The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.
(8762 views)
Reversibility and Stochastic Networksby F.P. Kelly - John Wiley and Sons Ltd
The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.
(16953 views)
Probability Theory and Stochastic Processes with Applicationsby Oliver Knill - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(11950 views)
Stochastic Analysis - Notesby I. F. Wilde
A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.
(14967 views)