000			a
999			_c31930 _d31930
008			230419b xxu||||| |||| 00| 0 eng d
020			_a9781944660512
082			_a519.23 _bCHE
100			_aChen, Mu-Fa
245			_aIntroduction to stochastic processes
260			_bWorld Scientific, _aNew Jersey : _c2023
300			_axiii, 230 p. ; _bill., _c23 cm
365			_b1195.00 _cINR _d01
490			_aWorld scientific series on probability theory and its applications, 2737-4467 ; _vv2
504			_aIncludes bibliographical references and index.
520			_aThe book is so concise to cover the most important parts in stochastic processes: Markov chains and stochastic analysis. Some modern and new materials are included, such as the estimation of the first non-trivial eigenvalue and the Brunn-Minkowski inequality. The book provides abundant exercises for students, regarded as supplements to the main body of the book as well.
650			_aMarkov chains
650			_aDifferential equations
650			_aBranching process
650			_aBrunn-Minkowski's inequality
650			_aCollapse theorem
650			_aDoob's stopping theorem
650			_aEconomic model
650			_aErgodicity
650			_aFeynmann-Kac formula
650			_aGronwall's lemma
650			_a Hamilton -Jacobi-Bellman equation
650			_a Ito's formula
650			_a Kolmogorov backward equation
650			_a Person-Frobenius theorem
650			_aQueueing theory
650			_aSingle birth process
650			_aTransition probability matrix
650			_aUniqueness
700			_aMao, Yong-Hua
942			_2ddc _cBK