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Introduction to Stochastic Processes, Second Edition (Chapman & Hall/CRC Probability Series) 2nd Edition
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Top Customer Reviews
This book is just right. The examples are well thought out, and the presentation of the subject matter is effecient without being sparse. The segue from the intuitive concept to the formal definitions / proofs is almost seemless.
I would recommend this book to anyone who wishes to learn about stochastic processes. Glad I found it!
Furthermore, it is such a small book that makes me wonder how so many information could fit in there.
The only small drawback is the few typos which can be picked up easily by the diligent reader.
In total is an extremelly good book, especially for people that haven't had an extensive contact w/ the subject before (or even measure theory), without losing any point of precision whatsoever.
Most Recent Customer Reviews
Lawler's book is used by several master programs in financial engineering or mathematical finance. It does an excellent job for understanding basic stochastic models. Read morePublished on November 21, 2011 by Figoliu
Thsi text is too complicated. I wish I had bought a better book. But unfortunately there are not many good books on this topic.Published on May 24, 2010 by A. N. Bajwa
The book is good for advance user, but not quite friendly for a beginner. It covers comprehensive knowledge of random process, but doesn't go deeply in details of mathematical... Read morePublished on September 29, 2008 by Sithi Suchintabandid