Fundamentals of Stochastic Processes. Theory. Applications

Author: Hu Dihe
Publisher:
Publish Date: 2000-04-02
Features: This book consists of three main parts: First, the fundamentals of modern stochastic process theory, including point set topology, integration and measure, Banach spaces, Banach algebras, and operator semigroups; second, the basic theories of stochastic process theory, including Markov processes, martingales, and stationary processes; third, the applications of stochastic processes, including the applications of renewal processes, various applications of Markov processes, applications of stationary sequences, and applications of martingales. This book caters to the needs of various audiences and meets the requirements of readers with different purposes. Researchers with a solid foundation can focus on the second part—Basic Theories of Stochastic Process Theory; graduate students should primarily refer to the second part and use the as preliminary knowledge; applied researchers can focus on the third part—Applications of Stochastic Process Theory, using and the second part as theoretical foundations.