MATLAB & Simulink Based Books
An Introduction to Stochastic Processes
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Edward P.C. Kao, University of Houston
Duxbury Press, 1997 Outside North America
ISBN: 0-534-25518-3 |
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This text takes a modern applied approach to stochastic processes. It covers many applications
from finance, operations, and engineering in the examples and numerous exercises. Computer solution methods and transformations
using MATLAB make this text a modern yet practical introduction. A MATLAB tutorial is included in the appendix.
Companion Software: A set of MATLAB M-files is available.
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