Stochastic Process Theory (Second Edition)

Author: Qian Minping
Publisher:
Publish Date: 1997-10-01
Features: This book is an introductory text on stochastic processes, primarily teaching the fundamental theories and methods of stochastic process theory, including: basic concepts, martingale theory, Markov chains, Q processes, Brownian motion, Markov processes, interacting particle systems, mathematical models of percolation and point processes, diffusion processes and stochastic analysis, stationary processes and ergodic theory, etc. The book balances rigorous mathematical proofs with explanations of the origins, backgrounds, and models of the theories. It reflects recent achievements, perspectives, and trends, and adopts new approaches to some classical fundamental problems. This book is suitable for senior undergraduate and graduate students, as well as general scientific and technological workers for study and reference.