ABSTRACT
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.
TABLE OF CONTENTS
part I|68 pages
An illustrated guide
part II|50 pages
Stochastic simulation
part III|178 pages
Discrete time processes
part IV|236 pages
Continuous time processes
part V|158 pages
Processes on manifolds
part VI|148 pages
Some application areas