Stochastic Processes with Applications
By: Rabi N. Bhattacharya, Edward C. Waymire
Paperback | 27 August 2009
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The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes.
The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimisation; and stochastic differential equations.
This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.
About the Authors
Rabi N. Bhattacharya is a Professor of Mathematics at the University of Arizona. He is an IMS Fellow, a member of the AMS, and a recipient of the Humboldt Prize and a Guggenheim Fellowship.
Edward C. Waymire is a Professor of Mathematics and Statistics at Oregon State University. He is a member of the AMS and SIAM, a Fellow of the IMS, and past Editor in Chief for the Annals of Applied Probability.
Industry Reviews
ISBN: 9780898716894
ISBN-10: 0898716896
Series: Classics in Applied Mathematics
Published: 27th August 2009
Format: Paperback
Language: English
Number of Pages: 184
Audience: Professional and Scholarly
Publisher: CAMBRIDGE UNIV PR
Country of Publication: US
Dimensions (cm): 22.23 x 15.24 x 2.54
Weight (kg): 0.91
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