TY  - BOOK
AU  - Chen, Mu-Fa 
AU  - Mao, Yong-Hua 
TI  - Introduction to stochastic processes
SN  - 9781944660512
U1  - 519.2 
PY  - 2023///
CY  - Beijing
PB  - Higher Education Press Limited Company
KW  - Stochastic processes
N1  - 1.	Discrete-Time Markov Chains 2.	Continuous-Time Markov Chains 3.	Reversible Markov Chains 4.	General Markov Processes 5.	Martingale 6.	Brownian Motion 7.	Stochastic Integral and Diffusion Processes 8.	Semimartingale and Stochastic Integral
N2  - This book introduces stochastic processes in a concise manner, focusing on Markov chains and stochastic analysis. It covers ergodicity, recurrence, and various types of ergodicity using modern techniques like coupling and duality methods. The book also covers martingale theory, Brownian motions, stochastic integral, stochastic differential equations, and multidimensional stochastic integral and equations. It introduces topics like the Feynman-Kac formula, random time transform, and Girsanov transform, and the Brunn-Minkowski inequality in convex geometry. The book also features modern probability theory used in fields like MCMC and convex geometry and number theory
ER  -