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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| 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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Table of Contents:
- Preliminaries
- Finite Markov chains
- Countable Markov chains
- Continous-time Markov chains
- Optimal stopping
- Martingales
- Renewal processes
- Reversible Markov chains
- Brownian motion
- Stochastic chain.