Logo

Stochastic Processes by Leif Mejlbro

Small book cover: Stochastic Processes

Stochastic Processes
by

Publisher: BookBoon
ISBN-13: 9788776815240
Number of pages: 263

Description:
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.

Home page url

Download or read it online for free here:
Download link 1
Download link 2

(multiple PDF files)

Similar books

Book cover: Lectures on Stochastic Flows and ApplicationsLectures on Stochastic Flows and Applications
by - Tata Institute Of Fundamental Research
The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.
(9096 views)
Book cover: Applied Stochastic Processes in Science and EngineeringApplied Stochastic Processes in Science and Engineering
by - University of Waterloo
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. A senior undergraduate course offered to students with a suitably mathematical background.
(8289 views)
Book cover: Stochastic Differential Equations: Models and NumericsStochastic Differential Equations: Models and Numerics
by - KTH
The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.
(7981 views)
Book cover: Advanced Stochastic ProcessesAdvanced Stochastic Processes
by - Bookboon
In this book, which is basically self-contained, the following topics are treated thoroughly: Brownian motion as a Gaussian process, Brownian motion as a Markov process, Brownian motion as a martingale, Markov chains, renewal theory, etc.
(8041 views)