Material de Procesos Estocásticos
Material de Clase
Presentaciones.
Ejercicios
Material Multimedia
- Tema 1: Introducción a Procesos Estocásticos.
Examen de Semestres Anteriores
- Tema 1: Introducción .Procesos Estocásticos B-2015 (solución)
- Tema 2: Cadenas de Markov. Primera parte: B-2015
- Tema 2: Cadenas de Markov. Primera parte: B-2015
Bibliografía
- Bailey Norman. The elements of Stochastic Processes with applications to the natural sciences. John Wiley \& Sons Inc., New York, 1964.
- Feldman Richard M. and Valdez-Flores Ciriaco. Applied Probability and Stochastic Processes. Springer. Second Edition, New York, 1995.
- Howard M. Taylor and Samuel Karlin. An introduction to stochastic modeling. Academic Press Inc., Boston, MA, revised edition, 1994.
- Lefebvre Mario. Applied Stochastics Processes. Springer, New York, 2007.
- Resnick Sidney. Adventures in Stochastics Processes. Birkhäuser, Boston, 2005.
- Rosen Kenneth. Matemática dicreta y sus aplicaciones. McGraw Hill. España. Quinta edición, 2004.
- Ross Sheldon M. Stochastic Processes. John Wiley \& Sons Inc. Second Edition, New York, 1996
- Samuel Karlin and Howard M. Taylor. A first course in stochastic processes. Academia Press [A subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, second edition, 1975.
- Samuel Karlin and Howard M. Taylor. A second course in stochastic processes. Academic Press Inc.[Harcourt Brace Jovanovich Publishers], New York, 1981.
- William Feller. An introduction to probability theory and its applications. Vol. I. Third edition. John Wiley \& Sons Inc., New York, 1968
- William Feller. An introduction to probability theory and its applications. Vol. II. Second edition. John Wiley \& Sons Inc., New York, 1971.