Introduction to Stochastic Processes: A Dual-Language Book

Bien détaillé !!

Parece tener buen contenido sobre la materia. Yo la estoy cursando y muchos de los temas coinciden, pero puede que si necesites analizar el orden en el que los quieres ver porque puede que sea diferente a como te lo están enseñando.

Diesen Text halte ich für eine gelungene Einführung mit relative elementaren Mitteln. Der Autor zeigt, wie weit man damit kommen kann. Die ersten Seiten zeigen, dass man die Grundlagen der Wahrscheinlichkeitsptheorie elegant, kurz und doch kompromisslos darstellen kann.

You can see by examining the table of contents that this book contains a very complete non-measure theoretic treatment of stochastic processes. The main text reads a bit "theorem-proofy" for my taste, and could arguably use some more diagrams (though no one else in the reviews has expressed such a view, so maybe that's just my problem). But this is partly offset by the large number of detailed examples. Another plus: this is one of the few texts I've seen that treats the Bernoulli process explicitly - a whole chapter - rather than just starting with the Poisson process. I think this helps create a fuller picture of these processes, as the Bernoulli is essentially the discrete time analog (no "anti" pun intended!) of the Poisson. The text goes on to present a very detailed treatment of Markov process in both discrete and continuous time, including a chapter on optimal stopping, which is not often treated at this level. You will find detailed treatments of branching and queuing models, renewal theory, and really just about everything that can be treated without measure theory. This is probably the best reference available on the subject at this level, especially in terms of content-to-price ratio. Although I would supplement this book with a more elementary treatment (such as the excellent albeit pricey Bertsekas text, which contains some very easy to read chapters on stochastic processes), it is a valuable addition to the Dover catalog and should not be missed.

E um livro que recomendo para quem quer estudar Processos Estocásticos.