(Read free) Stochastic Processes in Science, Engineering and Finance
• Frank Beichelt •
| #5288252 in Books | Chapman and Hall/CRC | 2006-02-22 | Original language:English | PDF # 1 | 9.21 x.94 x6.14l,1.64 | File Name: 1584884932 | 440 pages |
This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples.
The treatment assumes few prerequisites, requiring only the standard mathematical maturity acquired by undergrad...
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