This graduate work on stochastic processes provides a self- contained and systematic treatment of major topics such as random walk, Brownian motion, martingales, Markov chains indiscrete and continuous, stochastic optimization and stochastic differential equations. Beginning at a very simple technical level, the book gradually builds intuition and familiarity with techniques. For greater flexibility in instruction, some technical details are relegated to the end of each chapter under the label "theoretical complements". In this way the main body of the work becomes accessible to a wide range of readers, while the "theoretical complements" sections make the book mathematically complete for the more advanced reader.
- ISBN10 0471842729
- ISBN13 9780471842729
- Publish Date 11 May 1990
- Publish Status Out of Stock
- Out of Print 12 February 1999
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 688
- Language English