Pinsky, Mark

An Introduction to Stochastic Modeling [electronic resource] - 4th ed. - San Diego : Academic Press [Imprint] Elsevier Science & Technology Books Dec. 2010

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Annotation Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.New to this edition:Realistic applications from a variety of disciplines integrated throughout the text, including more biological applicationsPlentiful, completely updated problemsCompletely updated and reorganized end-of-chapter exercise sets, 250 exercises with answersNew chapters of stochastic differential equations and Brownian motion and related processesAdditional sections on Martingale and Poisson process.Realistic applications from a variety of disciplines integrated throughout the text..Extensive end of chapter exercises sets, 250 with answers.Chapter 1-9 of the new edition are identical to the previous edition.New! Chapter 10 - Random Evolutions.New! Chapter 11- Characteristic functions and Their Applications

College Audience Elsevier Science & Technology Books

9780123814166 0123814162 (Trade Paper) USD 99.95 Retail Price (Publisher) = An Introduction to Stochastic Modeling

9780123814166

00991439

QA274

519.23011 / PMI