Introduction to Stochastic Processes

By Tapas Kumar Chandra and Sreela Gangopadhyay

Describes the main features of major stochastic processes, giving definition of basic concepts and presenting key results with rigorous proofs. The theory is developed from basic foundation with a view to build a sound understanding of the subject. An introduction to ergodic theory is presented in the second part of the book.

• Format: Hardcover
• Language: English
• ISBN: 8184872216
• ISBN13: 9788184872217
• Release Date: April 2018
• Publisher: Narosa Publishing House
• Length: 592 Pages