An Introduction to Stochastic Modeling

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An Introduction to Stochastic Modeling
  • Leveringstid 2-3 uger
  • Forventet levering 11-12-2019
Format:
Bog, paperback
Udgivelsesdato:
10-12-2010
Sprog:
Engelsk
Udgave:
4th edition.
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Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. New to this edition: Realistic applications from a variety of disciplines integrated throughout the text, including more biological applicationsPlentiful, completely updated problemsCompletely updated and reorganized end-of-chapter exercise sets, 250 exercises with answersNew chapters of stochastic differential equations and Brownian motion and related processesAdditional sections on Martingale and Poisson process

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Udgivelsesdato:
10-12-2010
ISBN13:
9780123814166
Vægt:
900 g
Dybde:
36 mm
Bredde:
156 mm
Højde:
234 mm
Format:
Paperback
  • Forfattere

  • Bibliotekernes beskrivelse

    Introduces students to the standard concepts and methods of stochastic modeling, to illustrate the diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.

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