Topics in Stochastic Processes is popular PDF and ePub book, written by Robert B. Ash in 2014-06-20, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Topics in Stochastic Processes can be Read Online from any device for your convenience.
Topics in Stochastic Processes Book PDF Summary
Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.
Detail Book of Topics in Stochastic Processes PDF
- Author : Robert B. Ash
- Release : 20 June 2014
- Publisher : Academic Press
- ISBN : 9781483191430
- Genre : Mathematics
- Total Page : 332 pages
- Language : English
- PDF File Size : 15,6 Mb
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