Posted by **arundhati** at Dec. 18, 2015

2002 | ISBN-10: 080186867X, 0801868661 | 128 pages | PDF | 12 MB

Posted by **arundhati** at July 24, 2015

2011 | ISBN-10: 1439818827 | 490 pages | PDF | 4 MB

Posted by **Direktor69** at July 25, 2013

ISBN: 080186867X | edition 2002 | PDF | 124 pages | 12 mb

Professor Lemons's book has reclaimed the field of stochastic processes for physics. For too long it has been taught as a highly mathematical subject devoid of its roots in the physical sciences. Professor Lemons's book shows how the subject grew historically from early fundamental problems in physics, and how the greater minds, like Einstein, used its methods to solve problems that are still important today. The book is not only a good introduction for students, but an excellent guide for the professional.

Posted by **ksveta6** at Dec. 29, 2016

2016 | ISBN: 1118740653 | English | 504 pages | PDF | 10 MB

Posted by **libr** at Oct. 21, 2014

English | ISBN: 1461440564 | 2012 | PDF | 288 pages | 3 MB

The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes.

Posted by **interes** at July 15, 2014

English | ISBN: 1461440564 | 2012 | PDF | 288 pages | 3 MB

The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes.

Posted by **nebulae** at Oct. 4, 2013

English | ISBN: 1461440564 | 2012 | PDF | 288 pages | 3 MB

Posted by **libr** at May 4, 2017

English | 2011 | ISBN: 0199654107 | ISBN-13: 9780199654109 | 336 pages | PDF | 1,6 MB

Posted by **First1** at June 14, 2017

English | January 5th, 2014 | ISBN: 1470410540 | 161 Pages | True PDF | 2.13 MB

This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the ItÃ´ stochastic calculus, and finally the theory of stochastic differential equations.

Posted by **tanas.olesya** at Nov. 9, 2016

English | 23 Nov. 2004 | ISBN: 3540234993 | 196 Pages | PDF | MB

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory