Basic Stochastic Processes (Paperback)
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 1998
- First Edition
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 41.95
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Paperback. 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 Ito Stochastic Processes. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …
Seller Inventory # 9783540761754
- Title
- Basic Stochastic Processes (Paperback)
- Author
- Tomasz Zastawniak
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
- Publication year
- 1998
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 3540761756
- ISBN 13
- 9783540761754
- Edition
- 1st Edition
- Series
- Book 35 of 90: Springer Undergraduate Mathematics
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Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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