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Stochastic processes : from applications to theory / Pierre Del Moral and Spiridon Penev.

By: Contributor(s): Material type: TextTextSeries: Texts in statistical science seriesPublication details: Boca Raton : CRC Press, ©2017.Description: xlviii, 865 pages : illustrations ; 26 cmISBN:
  • 9781498701839
Subject(s): DDC classification:
  • 519.23 23 D359
Contents:
I. An illustrated guide -- II. Stochastic simulation -- III. Discrete time processes -- IV. Continuous time processes -- V. Processes on manifolds -- VI. Some application areas.
Summary: Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 D359 (Browse shelf(Opens below)) Available 137817
Total holds: 0

Includes bibliographical references and index.

I. An illustrated guide --
II. Stochastic simulation --
III. Discrete time processes --
IV. Continuous time processes --
V. Processes on manifolds --
VI. Some application areas.

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.

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