ABSTRACT

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 ex

chapter 1|90 pages

CHAPTER 1

1.1 RANDOM EVENTS AND THEIR PROBABILITIES

chapter 2|16 pages

CHAPTER 2

2.1 MOTIVATION AND TERMINOLOGY

chapter 3|100 pages

CHAPTER 3

3.1 BASIC CONCEPTS

chapter 4|32 pages

CHAPTER 4

4.1 FOUNDATIONS AND EXAMPLES

chapter 5|92 pages

CHAPTER 5

5.1 BASIC CONCEPTS AND EXAMPLES

chapter 6|20 pages

CHAPTER 6

6.1 DISCRETE-TIME MARTINGALES 6.1.1 Definition and Examples

chapter 7|45 pages

CHAPTER 7

7.1 INTRODUCTION