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Basic Stochastic Processes (Springer Undergraduate Mathematics Series)

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Basic Stochastic Processes (Springer Undergraduate Mathematics Series) Cover

ISBN13: 9783540761754
ISBN10: 3540761756
Condition:
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Synopses & Reviews

Publisher Comments:

This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and It? Stochastic Processes.

Synopsis:

Stochastic processes is a tool widely used by statisticians and researchers working, for example, in the mathematics of finance. This is an introductory text that has a strong emphasis on exercises, complete with informal hints and fully-worked solutions.

Synopsis:

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.

Table of Contents

Preliminaries.- Stochastic Processes: case studies.- Markov Chains.- Spectral Theory of Stationary Processes.- Renewal Theory.- Martingales.- Itô Stochastic Processes.

What Our Readers Are Saying

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Average customer rating based on 1 comment:

edorluan, February 10, 2012 (view all comments by edorluan)
This is a great book, is easy to understand.
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Product Details

ISBN:
9783540761754
Author:
Brzezniak, Zdzislaw
Author:
Zastawniak, Tomasz
Author:
Brzezniak, Zdzislaw
Publisher:
Springer
Location:
London ;
Subject:
Probability
Subject:
Stochastic processes
Subject:
Probability & Statistics - General
Subject:
Probability Theory and Stochastic Processes
Subject:
Statistics
Subject:
Astronomy, Observations and Techniques
Subject:
Mathematics | Probability and Statistics
Copyright:
Edition Number:
1
Edition Description:
1999. Corr. 3rd
Series:
Springer Undergraduate Mathematics Series
Publication Date:
September 2000
Binding:
TRADE PAPER
Language:
English
Illustrations:
Y
Pages:
236
Dimensions:
235 x 178 mm 850 gr

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Related Subjects

Health and Self-Help » Health and Medicine » Medical Specialties
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics
Science and Mathematics » Physics » General

Basic Stochastic Processes (Springer Undergraduate Mathematics Series) New Trade Paper
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Product details 236 pages Springer-Verlag - English 9783540761754 Reviews:
"Synopsis" by , Stochastic processes is a tool widely used by statisticians and researchers working, for example, in the mathematics of finance. This is an introductory text that has a strong emphasis on exercises, complete with informal hints and fully-worked solutions.
"Synopsis" by , Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
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