**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

**Reversibility and Stochastic Networks**

by

**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.

(

**14492**views)

**Synchronization and Linearity: An Algebra for Discrete Event Systems**

by

**F. Baccelli, G. Cohen, G. J. Olsder, J. Quadrat**-

**John Wiley & Sons**

Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.

(

**10671**views)

**Lectures on Stochastic Processes**

by

**K. Ito**-

**Tata Institute of Fundamental Research**

The book discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; etc.

(

**9689**views)

**Probability Theory and Stochastic Processes with Applications**

by

**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.

(

**9386**views)