Introduction To Stochastic Processes

Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to important foundations of probability theory applicable to problems in many fields. It also discusses Markov chains, optimal stopping, martingales, and Brownian motion.

• | By (Author): Gregory F. (University of Chicago, Illinois, USA) Lawler
• | Series: Chapman & Hall/CRC Probability Series
• | Publisher: Taylor & Francis Inc
• | Publication Date: May 01, 2006
• | Country of Publication: United States
• | Number of Pages: 248 pages
• | Language: Not available
• | Binding: Hardback
• | ISBN-10: 0007233485
• | ISBN-13: 9781584886518