Handbook of Stochastic Processes
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More About This Title Handbook of Stochastic Processes


Written by two eminent teachers and researchers in the field, the intent of this volume is to present the fundamental topics of stochastic processes in an accessible, comprehensive and readable manner. The emphasis in the book is on the balance between theory, application and methodology. Each chapter is self-contained utilizing a common format. Algorithms and formulae are stressed when necessary and in an easy-to-locate fashion. Chapter introductions, summaries, and references are included in order to provide proper transitioning between concepts. Historical notes are strewn throughout the book so as to engage reader curiosity. A precursor volume in probability is available.