| #1494413 in Books | 2015-06-17 | Original language:English | PDF # 1 | 9.10 x.60 x6.10l,.0 | File type: PDF | 336 pages||2 of 2 people found the following review helpful.| A Great Classic|By Dr. Terrence McGarty|This is a classic in stochastic processes. It is targeted to those who will use the material in practice and it is not a theoretical text. It has excellent material on martingales, Poisson Processes, Wiener processes, and the like. It is dated and I had used it when it first came out. It is useful for anyone working in the area. If one is|From the Back Cover|
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building. Chapter 1 presents precise definitions of the n...
You easily download any file type for your gadget.Stochastic Processes (Dover Books on Mathematics) | Emanuel Parzen. I really enjoyed this book and have already told so many people about it!
