Introduction to stochastic processes

ThisbookisanoutgrowthoflecturesinMathematics240,"AppliedStochasticProcesses,"whichIhavetaughtanumberoftimesatDukeUniversity.Themajorityofthestudentsinthecoursearegraduatestudentsfromdepartmentsotherthanmathematics,includingcomputerscience,economics,business,biologicalscie