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Stochastic Processes: From Applications to Theory
Chapman & Hall/CRC Press
( at Amazon
Pierre Del Moral, Spiridon Penev
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.
Selected slides : (Intro to stochastic processes - UNSW - Sydney - Lectures)
Lectures FGV, Rio, Brasil, February 2018.
Solutions to the 500 exercises