Introduction to stochastic processes

This text emphasizes key ideas and treats a number of advanced topics, such as Markov standard chains (discrete and continuous time) including branching process, optimal stopping, and reversible chains. It should be suitable for a first course in stochastic processes without measure theory.

Bibliographic Details

Main Author:	Lawler, Gregory F.
Format:	Book
Language:	English
Published:	London Chapman & Hall 1995.
Series:	Chapman & Hall probability series.
Subjects:	Stochastic processes.
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