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An Introduction to Stochastic Modeling

4th Edition - November 18, 2010

Authors: Mark Pinsky, Samuel Karlin

Language: English
Hardback ISBN:
9 7 8 - 0 - 1 2 - 3 8 1 4 1 6 - 6
eBook ISBN:
9 7 8 - 0 - 1 2 - 3 8 1 4 1 7 - 3

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Model… Read more

An Introduction to Stochastic Modeling

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Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems.

New to this edition:

Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications

Plentiful, completely updated problems

Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers

New chapters of stochastic differential equations and Brownian motion and related processes

Additional sections on Martingale and Poisson process