Delivery: Can be download immediately after purchasing. For new customer, we need process for verification from 30 mins to 12 hours.
Version: PDF/EPUB. If you need EPUB and MOBI Version, please send contact us.
Compatible Devices: Can be read on any devices
- Preface to the English Edition
- Preface to the Chinese Edition
- Markov Processes:
- Discrete-Time Markov Chains
- Continuous-Time Markov Chains
- Reversible Markov Chains
- General Markov Processes
- Stochastic Analysis:
- Martingale
- Brownian Motion
- Stochastic Integral and Diffusion Processes
- Semimartingale and Stochastic Integral
- Notes
- Bibliography
- Index
Readership: Advanced undergraduate and graduate students in stochastic processes dealing with Markov chains and stochastic analysis.Markov Chain;General Markov Process;Brownian Motion;Martingale;Stochastic Integral;Diffusion Process;Stochastic Differential Equation0Key Features:
- The 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
Reviews
There are no reviews yet.