*From Applications to Theory*

Author: Pierre Del Moral,Spiridon Penev

Publisher: CRC Press

ISBN: 1498701841

Category: Mathematics

Page: 916

View: 7929

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.