Stochastic Processes

by Richard F. Bass

Book Overview

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes...

• Format: Hardcover
• Language: English
• ISBN: 110700800X
• ISBN13: 9781107008007
• Release Date: October 2011
• Publisher: Cambridge University Press
• Length: 408 Pages
• Weight: 2.02 lbs.
• Dimensions: 1.0" x 7.2" x 10.0"