Stochastic Processes

  • Stochastic Processes
    By Sheldon M. Ross

    This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in ...

  • Stochastic Processes: An Introduction, Second Edition
    By Peter Smith, Peter Watts Jones

    It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability.

  • Stochastic Processes: Theory for Applications
    By Robert G. Gallager

    Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of ...

  • Stochastic Processes: Modeling and Simulation
    By Calyampudi Radhakrishna Rao, D N Shanbhag

    In Selected Proceedings of the Sheffield Symposium on Applied Probability , pp . 118–126 ( Eds . I. V. Basawa and R. L. Taylor ) . IMS Lecture Notes Monograph Ser . , Vol . 18. Hayward , CA. Johnson , N. L. , S. Kotz and A. W. Kemp ...

  • Stochastic Processes: Estimation, Optimisation and Analysis
    By Kaddour Najim, Enso Ikonen, Ait-Kadi Daoud

    A ‘stochastic’ process is a ‘random’ or ‘conjectural’ process, and this book is concerned with applied probability and statistics.

  • Stochastic Processes: An Introduction, Third Edition
    By Peter Smith, Peter Watts Jones

    Graphics for Statistics and Data Analysis with R K.J. Keen Extending the Linear Model with R: Generalized Linear, ... Hand and M. Crowder Logistic Regression Models J.M. Hilbe Richly Parameterized Linear Models: Additive, Time Series, ...

  • Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur
    By Pranab K. Sen, Jayanta K. Ghosh, Stamatis Cambanis

    T.L. Gill and W.W. Zachary, Time-ordered operators and Feynman-Dyson algebras, J. Math. ... G.W. Johnson and M.L. Lapidus, Generalized Dyson series, generalized Feynman diagrams, the Feynman integral and Feynman's operational calculus, ...

  • Stochastic Processes: Estimation, Optimization, & Analysis
    By Enso Ikonen, Ait-Kadi Daoud, K. Najim

    A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics.

  • Stochastic Processes: Theory and Methods
    By Calyampudi Radhakrishna Rao, D N Shanbhag

    From the bird's eye to the microscope : A survey of new stylized facts of the intra - daily foreign exchange markets . Fin . & Stoch . 1 , 95–129 . Harrison , J. ( 1985 ) . Brownian Motion and Stochastic Flow Systems .

  • Stochastic Processes
    By Jyotiprasad Medhi

    J.M. Harrison . Brownian Motion and Stochastic Flow Systems , Wiley , New York ( 1985 ) . R.A. Howard . Dynamic Programming and Markov Processes , M.I.T. Press , Cambridge , MA ( 1960 ) . M. Iosifescu and P. Tautu . Stochastic ...

  • Stochastic Processes
    By Richard F. Bass

    This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications.

  • Stochastic Processes: Lectures given at Aarhus University
    By Kiyosi Ito

    This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes.

  • Stochastic Processes: Basic Theory and Its Applications
    By Narahari U Prabhu

    Martingale Dynamics. New York: Springer-Verlag. Hall, P (1980). Martingale Limit Theory and its Application. San Diego: Academic Press. Liptser, RS and AN Shiryaev (1989). Theory of Martingales (Translated by K. Dzjaparidze).

  • Stochastic Processes: From Physics to Finance
    By Wolfgang Paul, Jörg Baschnagel

    Moss de Oliveira S. , de Oliveira P.M.C. , Stauffer D. Evolution , Money , War , and Computers . Teubner , Stuttgart ( 1999 ) . 120. Nelson E. ' Derivation of the Schrödinger Equation from Newtonian Mechanics ' . Phys . Rev.

  • Stochastic Processes
    By Emanuel Parzen

    Originally published: San Francisco: Holden-Day, Inc., 1962; an unabridged republication of the third (1967) printing.

  • Stochastic Processes
    By Richard F. Bass

    This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications.

  • Stochastic Processes: Theory for Applications
    By Robert G. Gallager

    The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.

  • Stochastic Processes: From Applications to Theory
    By Pierre Del Moral, Spiridon Penev

    Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and ...

  • Stochastic Processes: General Theory
    By Malempati M. Rao

    The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material.

  • Stochastic Processes: General Theory
    By Malempati M. Rao

    Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and...