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Stochastic Processes

3.83  ·  Rating Details ·  40 Ratings  ·  2 Reviews
A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Pois ...more
Hardcover, 528 pages
Published February 8th 1995 by Wiley (first published November 1982)
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Jette Stuart
My dream is to one day be taught by Sheldon Ross. This book is very useful for graduate courses in Stochastic Processes.
Ellen
Feb 17, 2015 Ellen rated it liked it  ·  review of another edition
its a gud book
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