Applied Stochastic Processes in Science and Engineering
by Matt Scott
Publisher: University of Waterloo 2013
Number of pages: 316
This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. Written for a senior undergraduate course offered to students with a suitably mathematical background.
Home page url
Download or read it online for free here:
by Alan Bain
An informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is little or no comment on more standard matters.
by F.P. Kelly - John Wiley and Sons Ltd
The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.
by Leif Mejlbro - BookBoon
In this book you will find the basic stochastic processes mathematics that is needed by engineers and university students. Topics such as elementary probability calculus, density functions and stochastic processes are illustrated.
by Oliver Knill - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.