Stochastic processes in science, engineering, and finance / Frank Beichelt.

By:

Beichelt, Frank, 1942- [author.]

Material type: Text

TextPublisher: Boca Raton : Chapman & Hall/CRC, 2006Description: 417 pages : illustrations ; 25 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

1584884932
9781584884934

Subject(s):

Stochastic processes

DDC classification:

519.23 22

LOC classification:

QA274 .B399 2006

Contents:

1. Probability theory -- 2. Basics of stochastic processes -- 3. Random point processes -- 4. Markov chains in discrete time -- 5. Markov chains in continuous time -- 6. Martingales -- 7. Brownian motion.

Review: "This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples." "Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes."--BOOK JACKET.

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Holdings
Item type	Current library	Call number	Copy number	Status	Date due	Barcode
Book	City Campus City Campus Main Collection	519.23 BEI (Browse shelf(Opens below))	1	Available		A399085B

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Previous	519.2076 SPI Schaum's outline of theory and problems of probability and statistics /	519.22 MED Stochastic integration theory /	519.22 STO Stochastic analysis and partial differential equations : Emphasis Year 2004-2005 on Stochastic Analysis and Partial Differential equations, Northwestern University, Evanston, Illinois /	519.23 BEI Stochastic processes in science, engineering, and finance /	519.23 BOR Elements of stochastic modelling /	519.23 DAL An introduction to the theory of point processes /	519.23 HAJ Random processes for engineers /	Next

Includes bibliographical references (pages 405-410) and index.

"This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples." "Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes."--BOOK JACKET.

Machine converted from AACR2 source record.

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