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Introduction to stochastic processes

Author: Gregory F Lawler
Publisher: New York : Chapman & Hall, ©1995.
Series: Chapman & Hall probability series.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
This text emphasizes key ideas and treats a number of advanced topics, such as Markov standard chains (discrete and continuous time) including branching process, optimal stopping, and reversible chains. It should be suitable for a first course in stochastic processes without measure theory.
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Genre/Form: Einführung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Gregory F Lawler
ISBN: 0412995115 9780412995118
OCLC Number: 31288133
Notes: Includes index.
Description: ix, 176 pages : illustrations ; 24 cm.
Contents: Preliminaries --
Finite Markov chains --
Countable Markov chains --
Continous-time Markov chains --
Optimal stopping --
Martingales --
Renewal processes --
Reversible Markov chains --
Brownian motion --
Stochastic chain.
Series Title: Chapman & Hall probability series.
Responsibility: Gregory F. Lawler.

Abstract:

This text emphasizes key ideas and treats a number of advanced topics, such as Markov standard chains (discrete and continuous time) including branching process, optimal stopping, and reversible  Read more...

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"Well-chosen examples and interesting exercises make this text a good choice for a first course in stochastic processes for a broad class of students." - Journal of the American Statistical Read more...

 
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