Logo

Stochastic Processes by Leif Mejlbro

Small book cover: Stochastic Processes

Stochastic Processes
by

Publisher: BookBoon
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.

Home page url

Download or read it online for free here:
Download link 1
Download link 2

(multiple PDF files)

Similar books

Book cover: Nonlinear Parameter Estimation: An Integrated System in BasicNonlinear Parameter Estimation: An Integrated System in Basic
by - Marcel Dekker Inc
This book and software collection is intended to help scientists, engineers and statisticians in their work. We have collected various software tools for nonlinear parameter estimation, along with representative example problems.
(15096 views)
Book cover: Lectures on Singular Stochastic PDEsLectures on Singular Stochastic PDEs
by - arXiv
The aim is to introduce the basic problems of non-linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions.
(6709 views)
Book cover: Lectures on Stochastic Flows and ApplicationsLectures on Stochastic Flows and Applications
by - 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.
(9084 views)
Book cover: Lectures on Stochastic ProcessesLectures on Stochastic Processes
by - 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.
(12609 views)