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Stochastic Processes: From Applications to Theory by Pierre Del Moral

Stochastic Processes: From Applications to Theory

by Pierre Del Moral
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Book cover type: Hardcover
  • ISBN13: 9781498701839
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Taylor & Francis
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 916
  • Original Price: GBP 120.0
  • Language: English
  • Edition: N/A
  • Item Weight: 2078 grams
  • BISAC Subject(s): Probability & Statistics / Bayesian Analysis

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.

Pierre Del Moral and Spiridon Penev are professors in the School of Mathematics and Statistics at the University of New South Wales.

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