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Stochastic Processes: An Introduction, Third Edition

Stochastic Processes: An Introduction, Third Edition

Paperback

Series: Chapman & Hall/CRC Texts in Statistical Science

General ReferenceProbability & Statistics

ISBN10: 0367657600
ISBN13: 9780367657604
Publisher: CRC Press
Published: Sep 30 2020
Pages: 272
Weight: 0.85
Height: 0.57 Width: 6.14 Depth: 9.21
Language: English

This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian motion, has extended material on birth and death processes and epidemics, plus new references throughout. The examples and exercises have all been expanded and improved.

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