Theory of Stochastic Processes
Language: English
Published by Springer-Verlag New York Inc., US, 2009
- Hardcover
- New
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AbeBooks seller since June 11, 2025
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Add to basketItem description from seller
Seller Inventory # LU-9780387878614
- Title
- Theory of Stochastic Processes
- Author
- Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
- Publisher
- Springer-Verlag New York Inc., US
- Publication year
- 2009
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0387878610
- ISBN 13
- 9780387878614
- Edition
- 2010 ed.
- Series
- Book 17 of 76: Problem Books in Mathematics
"Synopsis" may belong to another edition of this title.
From the Back Cover
This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.
The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.
The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.
The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.
This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.
"About the title" may belong to another edition of this title.
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