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.
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
London
Chapman & Hall
1995.
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| Series: | Chapman & Hall probability series.
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| Subjects: | |
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| 008 | s1995 enka i 000 0 eng d | ||
| 020 | |a 0412995115 (hbk) | ||
| 039 | 9 | |a 201410201756 |b zul |c 201407160840 |d shahrim |y 200910081526 |z VLOAD | |
| 040 | |a UPNM | ||
| 090 | |a QA 274 |b .L38 1995 | ||
| 100 | 1 | |a Lawler, Gregory F. | |
| 245 | 1 | 0 | |a Introduction to stochastic processes |c Gregory F. Lawler. |
| 260 | |a London |b Chapman & Hall |c 1995. | ||
| 300 | |a ix, 176 p. |b ill. |c 24 cm. | ||
| 490 | 1 | |a Chapman & Hall probability series. | |
| 500 | |a Includes index. | ||
| 505 | 0 | |a Preliminaries -- Finite Markov chains -- Countable Markov chains -- Continous-time Markov chains -- Optimal stopping -- Martingales -- Renewal processes -- Reversible Markov chains -- Brownian motion -- Stochastic chain. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Stochastic processes. | |
| 830 | 0 | |a Chapman & Hall probability series. | |
| 999 | |a vtls000010767 |c 10924 |d 10924 | ||