Hurtig levering
Fremragende Trustpilot
Op til 20% Rabat på nye medlemsordrer
Kurv
Introduction to Stochastic Processes
SPAR
kr 191
Introduction to Stochastic Processes
Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory.

For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter.

New to the Second Edition:
  • Expanded chapter on stochastic integration that introduces modern mathematical finance
  • Introduction of Girsanov transformation and the Feynman-Kac formula
  • Expanded discussion of Itô''s formula and the Black-Scholes formula for pricing options
  • New topics such as Doob''s maximal inequality and a discussion on self similarity in the chapter on Brownian motion

    Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals.
  • Eksklusiv medlemspris 901 kr
    Medlemspris 920 kr
    Eksklusiv medlemspris og medlemspris er kun for medlemmer. Du bliver automatisk medlem når du køber til eksklusiv medlemspris eller medlemspris. Få 7 dages gratis medlemskab (herefter automatisk 89 kr/30 dage). Læs mere om fordelene
    Gratis fragt
    5 - 7 hverdage
    10 kr
    Lavt pakkegebyr
    Normalpris 1.092 kr
    Fragt: 59 kr
    7 - 10 hverdage
    20 kr
    Pakkegebyr
    Spar 191 kr
    Se vores konkurrenters priser her
    God 15.857 anmeldelser på
    Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory.

    For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter.

    New to the Second Edition:
  • Expanded chapter on stochastic integration that introduces modern mathematical finance
  • Introduction of Girsanov transformation and the Feynman-Kac formula
  • Expanded discussion of Itô''s formula and the Black-Scholes formula for pricing options
  • New topics such as Doob''s maximal inequality and a discussion on self similarity in the chapter on Brownian motion

    Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals.
  • Se mere i:
    Produktdetaljer
    Sprog: Engelsk
    Sider: 248
    ISBN-13: 9781584886518
    Indbinding: Hardback
    Udgave:
    ISBN-10: 158488651X
    Kategori: Matematik
    Udg. Dato: 16 maj 2006
    Længde: 18mm
    Bredde: 243mm
    Højde: 165mm
    Oplagsdato: 16 maj 2006
    Forfatter(e) Gregory F. Lawler, Gregory F. (University of Chicago Lawler


    Kategori Matematik


    Sprog Engelsk


    Indbinding Hardback


    Sider 248


    Udgave


    Længde 18mm


    Bredde 243mm


    Højde 165mm


    Udg. Dato 16 maj 2006


    Oplagsdato 16 maj 2006

    MEDLEMSFORDELE
    GRATIS FRAGT
    SPAR OP TIL 90%
    Andre har også købt
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 200

    kr 280
    Normalpris
    kr 208
    Medlemspris
    SPAR
    kr 80
    LYDBOG
    Eksklusiv medlemspris kr 95

    kr 129
    Normalpris
    kr 98
    Medlemspris
    SPAR
    kr 34
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 380

    kr 499
    Normalpris
    kr 392
    Medlemspris
    SPAR
    kr 119
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 208

    kr 299
    Normalpris
    kr 217
    Medlemspris
    SPAR
    kr 91
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 214

    kr 320
    Normalpris
    kr 225
    Medlemspris
    SPAR
    kr 106
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 199

    kr 299
    Normalpris
    kr 209
    Medlemspris
    SPAR
    kr 100
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 223

    kr 320
    Normalpris
    kr 233
    Medlemspris
    SPAR
    kr 97
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 262

    kr 349
    Normalpris
    kr 271
    Medlemspris
    SPAR
    kr 87
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 188

    kr 269
    Normalpris
    kr 196
    Medlemspris
    SPAR
    kr 81
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 329

    kr 499
    Normalpris
    kr 346
    Medlemspris
    SPAR
    kr 170
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 919

    kr 1.499
    Normalpris
    kr 977
    Medlemspris
    SPAR
    kr 580
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 246

    kr 329
    Normalpris
    kr 254
    Medlemspris
    SPAR
    kr 83
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 203

    kr 300
    Normalpris
    kr 213
    Medlemspris
    SPAR
    kr 97
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 270

    kr 399
    Normalpris
    kr 283
    Medlemspris
    SPAR
    kr 129
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 199

    kr 299
    Normalpris
    kr 209
    Medlemspris
    SPAR
    kr 100
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 141

    kr 179
    Normalpris
    kr 145
    Medlemspris
    SPAR
    kr 38
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 199

    kr 279
    Normalpris
    kr 207
    Medlemspris
    SPAR
    kr 80
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 194

    kr 270
    Normalpris
    kr 202
    Medlemspris
    SPAR
    kr 76
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 199

    kr 299
    Normalpris
    kr 209
    Medlemspris
    SPAR
    kr 100
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 25

    kr 227
    Normalpris
    kr 45
    Medlemspris
    SPAR
    kr 202
    Vi anbefaler også
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 884

    kr 1.070
    Normalpris
    kr 903
    Medlemspris
    SPAR
    kr 186
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 367

    kr 450
    Normalpris
    kr 375
    Medlemspris
    SPAR
    kr 83
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 446

    kr 506
    Normalpris
    kr 452
    Medlemspris
    SPAR
    kr 60
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 472

    kr 540
    Normalpris
    kr 479
    Medlemspris
    SPAR
    kr 68
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 446

    kr 563
    Normalpris
    kr 458
    Medlemspris
    SPAR
    kr 117
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 485

    kr 619
    Normalpris
    kr 498
    Medlemspris
    SPAR
    kr 134
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 647

    kr 766
    Normalpris
    kr 659
    Medlemspris
    SPAR
    kr 119
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 339

    kr 394
    Normalpris
    kr 345
    Medlemspris
    SPAR
    kr 55
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 288

    kr 337
    Normalpris
    kr 293
    Medlemspris
    SPAR
    kr 49
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 485

    kr 619
    Normalpris
    kr 498
    Medlemspris
    SPAR
    kr 134
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 211

    kr 281
    Normalpris
    kr 218
    Medlemspris
    SPAR
    kr 70
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 456

    kr 540
    Normalpris
    kr 464
    Medlemspris
    SPAR
    kr 84
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 595

    kr 698
    Normalpris
    kr 605
    Medlemspris
    SPAR
    kr 103
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 367

    kr 404
    Normalpris
    kr 371
    Medlemspris
    SPAR
    kr 37
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 185

    kr 235
    Normalpris
    kr 190
    Medlemspris
    SPAR
    kr 50
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 437

    kr 495
    Normalpris
    kr 443
    Medlemspris
    SPAR
    kr 58
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 485

    kr 619
    Normalpris
    kr 498
    Medlemspris
    SPAR
    kr 134
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 446

    kr 540
    Normalpris
    kr 455
    Medlemspris
    SPAR
    kr 94