Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of expla...(展开全部)

This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.

The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. ...(展开全部)

伊藤 清（1915－2008） 日本数学家，日本学士院院士，世界级概率论大师。他因在概率论方面的奠基性工作而获1987年的沃尔夫奖，并于1998年获得京都基础科学奖，2006年获得首届高斯奖。伊藤清的工作集中于概率论，特别是随机分析领域，他被誉为“现代随机分析之父”，因他命名的理论有伊藤过程、伊藤公式和伊藤微积分。他的研究对其他学科尤其是金融数学产生了深远影响。

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 Poisson a...(展开全部)

Second Indian Edition 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 ne...(展开全部)

《随机过程高级教程》是人民邮电出版社影印和翻译出版的《随机过程初级教程》的姊妹篇，内容包括马尔可夫链的代数方法、转移概率的比定理及应用、连续时间马尔可夫链、扩散过程、复合随机过程、独立同分布随机变理部分和波动理论、排队过程等很多主题。《随机过程高级教程》将理论与应用有机地结合在一起，取得了完美的平衡。 《随机过程高级教程》适用而广，可供数学、物理学、生物学、社会学、管理学和其他工程领域的理论研究者和实践者学习。

This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and ...(展开全部)