Introduction to Stochastic Processes

by Mu-Fa Chen and Yong-Hua Mao

The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts -- Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus...

• Format: Hardcover
• Language: English
• ISBN: 9814740306
• ISBN13: 9789814740302
• Release Date: June 2021
• Publisher: World Scientific Publishing Company
• Length: 244 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.6" x 6.0" x 9.0"