TY  - BOOK
AU  - Florescu,Ionut
TI  - Probability and stochastic processes
SN  - 9780470624555 (cloth)
U1  - 519.2 23
PY  - 2015///
CY  - New Jersey :   
PB  - John Wiley,   
KW  - Probabilities
KW  - Stochastic processes
N1  - Includes bibliographical references and index; 1. Elements of probability measure--
2. Random variables--
3. Applied chapter: Generating random variables--
4. Integration theory--
5. Conditional distribution and conditional expectation--
6. Moment generating function. characteristic function--
7. Limit theorems--
8. Statistical inference--
9. Introduction to stochastic processes--
10. The poisson process--
11. Renewal processes--
12. Markov chains--
13. Semi-Markov and continuous-time Markov processes--
14. Martingales--
15. Brownian motion--
16. Stochastic differential equations--
A. Appendix: Linear algebra and solving difference equations and systems of differential equations--
Bibliography--
Index.



N2  - The book s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes.
Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi–Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes
ER  -