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Introduction to Stochastic Processes, Second Edition (Chapman & Hall/CRC Probability Series) Hardcover – May 16, 2006

ISBN-13: 978-1584886518 ISBN-10: 158488651X Edition: 2nd

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Product Details

  • Series: Chapman & Hall/CRC Probability Series
  • Hardcover: 248 pages
  • Publisher: Chapman and Hall/CRC; 2 edition (May 16, 2006)
  • Language: English
  • ISBN-10: 158488651X
  • ISBN-13: 978-1584886518
  • Product Dimensions: 9.3 x 6.4 x 0.7 inches
  • Shipping Weight: 1.1 pounds
  • Average Customer Review: 4.4 out of 5 stars  See all reviews (7 customer reviews)
  • Amazon Best Sellers Rank: #779,748 in Books (See Top 100 in Books)

Editorial Reviews

Review

"Well-chosen examples and interesting exercises make this text a good choice for a first course in stochastic processes for a broad class of students." - Journal of the American Statistical Association --This text refers to an out of print or unavailable edition of this title.

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Customer Reviews

4.4 out of 5 stars
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Most Helpful Customer Reviews

14 of 17 people found the following review helpful By Neal Jettpace on May 14, 2007
Format: Hardcover Verified Purchase
When I was a grad student in the early 90's, the only available texts for this subject were Hoel, Port and Stone's third volume and Phillip Protter's book. The problem was that Hoel, Port and Stone was too intuitive, and Prottor was too formal.

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!
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22 of 29 people found the following review helpful By Mac Book on November 23, 2002
Format: Hardcover
This is one of the best books I've ever read in Stochastic Processes. Prof. Lawler presents Markov Chains (Finite, Countable and Continuous), Optimal Stopping, Martingales and Brownian motion concisely and straight to the gist of the subject. The exercises set at the end of each chapter fall into 2 categories: for people who read the book well and actually understand what has been stated, and to people who have a thorough understanding of solid probability theory (harder exercises).
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.
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6 of 8 people found the following review helpful By J. Stojkovic on May 6, 2008
Format: Hardcover
The book is great is perfectly goes with the Ross Probability Models book, but unlike the Ross book it has nice readable examples and it's not the hard on the proofs, which I like and it has very doable nice simple problems and a lot of examples that only bad side is that there are no solution. So it's a great supplementary book to use in any grad class that requires stochastic processes queuing theory or Brownian motion to be explained nicely.
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1 of 3 people found the following review helpful By Figoliu on November 21, 2011
Format: Hardcover
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. Mathematical proofs and logics in the book are clear and easy to be understood. You just follow the contents and you will find that it is so easy to study stochastic process. But for stochastic analysis, this book covers not much and it is not a book for stochastic analysis.
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