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Stochastic Processes: From Applications to Theory

Pierre del Moral 1 Spiridon Penev 2
1 CQFD - Quality control and dynamic reliability
IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
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.
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Contributor : Pierre del Moral <>
Submitted on : Tuesday, September 26, 2017 - 5:53:54 PM
Last modification on : Tuesday, December 1, 2020 - 2:10:05 PM


  • HAL Id : hal-01593827, version 1



Pierre del Moral, Spiridon Penev. Stochastic Processes: From Applications to Theory . 2016, SBN 9781498701839 - CAT# K24584. ⟨hal-01593827⟩



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