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Introduction to Stochastic Processes
Author(s): Tapas Kumar Chandra, Sreela Gangopadhyay

ISBN:    978-81-8487-221-7 
E-ISBN:   
Publication Year:   July 2018
Pages:   600
Binding:   Hard Back
Dimension:   185mm x 240mm
Weight:   


Textbook


About the book

INTRODUCTION TO STOCHASTIC PROCESSES is a text comprising the major theorems of Martingales and Stochastic Processes. The main topics covered are stopping times. Martingales, stochastic calculus. A unique feature of the book is the combined presentation of measure, probability and stochastic processes. Special features include: Poisson Processes, Brownian Motion, Markov Processes, Continuous Time Markov Chains, Stochastic Integration, Ergodic Theorems. INTRODUCTION TO STOCHASTIC PROCESSES is a text comprising the major theorems of Martingales and Stochastic Processes. The main topics covered are stopping times. Martingales, stochastic calculus. A unique feature of the book is the combined presentation of measure, probability and stochastic processes. Special features include: Poisson Processes, Brownian Motion, Markov Processes, Continuous Time Markov Chains, Stochastic Integration, Ergodic Theorems. CONTENTS: Conditional Expectations / Martingales / Poisson Processes / Stationary Processes with Independent Increments / Brownian Motion / Markov Processes / Continuous Time Markov Chains / Stochastic Integration / Ergodic Theorems.



Table of Contents

Conditional Expectations / Martingales / Poisson Processes / Stationary Processes with Independent Increments / Brownian Motion / Markov Processes / Continuous Time Markov Chains / Stochastic Integration / Ergodic Theorems.




Audience

Postgraduate Students


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