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An Introduction to Stochastic Processes

ISBN: 9780534255183
Publisher: Cengage Learning
Edition: 1
Publication Date: 1996-06-21
Number of pages: 438
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Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.

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