Stochastic processes in science, engineering, and finance
General Material Designation
[Book]
First Statement of Responsibility
/ Frank Beichelt
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boca Raton
Name of Publisher, Distributor, etc.
: Chapman & Hall/CRC,
Date of Publication, Distribution, etc.
, 2006.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
417 p.
Other Physical Details
: ill.
Dimensions
; 25 cm.
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print - Electronic
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 405-410) and index.
CONTENTS NOTE
Text of Note
"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." "Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes."--BOOK JACKET.
Text of Note
Probability theory -- Basics of stochastic processes -- Random point processes -- Markov chains in discrete time -- Markov chains in continuous time -- Martingales -- Brownian motion.
TOPICAL NAME USED AS SUBJECT
Stochastic processes.
DEWEY DECIMAL CLASSIFICATION
Number
519
.
2
.
3
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA274
Book number
.
B399
2006
PERSONAL NAME - PRIMARY RESPONSIBILITY
Beichelt, Frank, 1942
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
Stochastic processes in science, engineering, and finance