Sheldon Ross 的随机过程中文版及英文版第二版,是很不错的随机过程教材,内容主要有:
Probability;
Possion Process;
Renewed Theory;
Markov Chains;
Continuous-time Markov Chains;
Martingales;
Random Walk;
Brownian Motion and other Markov Process;
Stochastic Order Relations;
Possion Approximations;
喜欢的拿走~ (汉语版重新上传了一边,应该没问题了)