Applied Stochastic Processes

by Mario Lefebvre

Book Overview

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems...

• Format: Paperback
• Language: English
• ISBN: 0387341714
• ISBN13: 9780387341712
• Release Date: December 2006
• Publisher: Springer
• Length: 382 Pages
• Weight: 1.38 lbs.
• Dimensions: 0.8" x 6.3" x 9.1"