Introduction to Stochastic Processes

ISBN: 9788184876741 出版年：2018 页码：593 Tapas Kumar Chandra Sreela Gangopadhyay Narosa Publishing

INTRODUCTION TO STOCHASTIC PROCESSES describes the main features of major stochastic processes, giving definition of basic concepts and presenting key results with rigorous proofs. The treatment is lucid and easy to follow. The theory is developed from basic foundation with a view to build a sound understanding of the subject. An introduction to ergodic theory is presented in the second part.