Stochastic processes : from applications to theory
- Boca Raton : CRC Press, 2017
- xlviii, 865 p. ; ill. 26 cm.
- Texts in statistical science .
Includes bibliographical references and index.
Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
9781498701839
Stochastic processes Bayesian analysis Absorption model Ancestry evolution model Boltzmann-Gibbs-distribution Brownian motion Cauchy problem Doeblin Ito formula Dupire formula Embedded Markov chain Feynman-Kac measures Gambling betting systems Hamiltonian systems Ising model Jump diffusion process Killed process Likelihood function Martingale limit theorem Orthological projection Path space models Quasi-invariant measure Reflection principle SIS model Tangent basic functions Two state Markov model Urn process Vasicek model Wiener process Yule process