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This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid …
With the first edition out of print, we decided to arrange for republi cation of Denumerrible Markov Ohains with additional bibliographic material. The new edition contains a …
This text presents the basic theory of random walks on infinite, finitely generated groups, along with certain background material in measure-theoretic probability. The main …
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid …
Geometric Programming is used for cost minimization, profit maximization, obtaining cost ratios, and the development of generalized design equations for the primal variables. The …
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who …
This fourth edition contains several additions. The main ones con cern three closely related topics: Brownian motion, functional limit distributions, and random walks. Besides the …
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the …
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. …