Stochastic processes with applications - Bhattacharya, Rabi N; Waymire, Edward C. (Singapore: John Wiley, 1937)
Random walk and Brownian motion -- Discrete-parameter Markov chains -- Birth-death of Markov chains -- Continuous-parameter Markov chains -- Brownian Motion and Diffusions -- Dynamic programming and stochastic optimization -- An introduction to stochastic differential equations -- A probability and measure theory overview
includes index
Keywords: Mathematics; Applied Mathematics; Stochastic