Thread Subject: stochastic processes

hi everybody,
i am an aspirant to pursue doctoral programme in stochastic processes. will you anyone through some light on what is the current work in stochastic processes?

ilakkian
> i am an aspirant to pursue doctoral programme in stochastic processes. will you anyone through some light on what is the current work in stochastic processes...

please note: this NG deals with questions re matlab (ML)...
us

hi,
what did you mean by NG?

ilakkian <ilakkian08@yahoo.com> wrote in message <19834360.1233224565362.JavaMail.jakarta@nitrogen.mathforum.org>...
> hi,
> what did you mean by NG?

You asked a question on a USENET newsgroup. This is
a worldwide forum that is devoted to answering questions
that are specific to MATLAB, the language and its use. This
specific group is actually called "comp.soft-sys.matlab",
although very often people post to it via some other
interface, not realizing what they have done.

There are others newsgroups (this is where the abbreviation
NG has come from) that are dedicated to answering questions
about mathematics, statistics, mechanical engineering, pets,
canoeing, wood turning, or absolutely anything else that you
can think of. So your question has been misplaced, directed
to the wrong group of people.

Please post it in a place where it will be appropriate. Google
groups will help you to find and post to an appropriate
group. I'd suggest perhaps starting in "sci.stat.math" as
a far better choice.

http://groups.google.com/group/sci.stat.math/topics?lnk=srg&hl=en&ie=UTF-8&oe=UTF-8

There are other choices of places to ask, although sci.math
is often a wasteland with an incredible amount of noise.
sci.math.research might be a good choice for you too. There
is also a sci.math.stat newsgroup.

John

If you need a short introduction into stochastic processes, you might have a look on this paper

Higham, D.J., 2001, An algorithmic introduction to numerical simulations of stochastic differential equations, SIAM review, 43, 525-546

It introduces the basic concepts of SDEs and also has same simple MATLAB programs included. It is a good starter.

If you want something fancy, you might read:

Kloeden, P.E:, Platen, E., 1992, Numerical solutions of stochastic differential equations, Springer, Berlin Heidelberg New York

It is the "bible" for numerical treatment of SDEs.

Cheers

thank you sir.

thank you for your kind suggestion and guidelines

ilakkian