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
    Denne pris er kun for medlemmer. Du bliver automatisk medlem når du køber til denne pris. Prøv 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 15.881 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
    Forlag: Taylor & Francis Inc
    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 (INDBUNDET)
    Eksklusiv medlemspris kr 380

    kr 499
    Normalpris
    kr 392
    Medlemspris
    SPAR
    kr 119
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 214

    kr 320
    Normalpris
    kr 225
    Medlemspris
    SPAR
    kr 106
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 200

    kr 280
    Normalpris
    kr 208
    Medlemspris
    SPAR
    kr 80
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 182

    kr 250
    Normalpris
    kr 189
    Medlemspris
    SPAR
    kr 68
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 199

    kr 320
    Normalpris
    kr 211
    Medlemspris
    SPAR
    kr 121
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 167

    kr 250
    Normalpris
    kr 175
    Medlemspris
    SPAR
    kr 83
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 184

    kr 299
    Normalpris
    kr 196
    Medlemspris
    SPAR
    kr 115
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 919

    kr 1.499
    Normalpris
    kr 977
    Medlemspris
    SPAR
    kr 580
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 184

    kr 249
    Normalpris
    kr 191
    Medlemspris
    SPAR
    kr 65
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 565

    kr 883
    Normalpris
    kr 597
    Medlemspris
    SPAR
    kr 318
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 199

    kr 299
    Normalpris
    kr 209
    Medlemspris
    SPAR
    kr 100
    BOG (FYSISK BOG)
    Eksklusiv medlemspris kr 200

    kr 200
    Normalpris
    kr 200
    Medlemspris
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 220

    kr 320
    Normalpris
    kr 230
    Medlemspris
    SPAR
    kr 100
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 214

    kr 320
    Normalpris
    kr 225
    Medlemspris
    SPAR
    kr 106
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 208

    kr 299
    Normalpris
    kr 217
    Medlemspris
    SPAR
    kr 91
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 262

    kr 349
    Normalpris
    kr 271
    Medlemspris
    SPAR
    kr 87
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 237

    kr 349
    Normalpris
    kr 248
    Medlemspris
    SPAR
    kr 112
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 199

    kr 299
    Normalpris
    kr 209
    Medlemspris
    SPAR
    kr 100
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 179

    kr 224
    Normalpris
    kr 184
    Medlemspris
    SPAR
    kr 45
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 172

    kr 249
    Normalpris
    kr 180
    Medlemspris
    SPAR
    kr 77
    Vi anbefaler også
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 901

    kr 1.092
    Normalpris
    kr 920
    Medlemspris
    SPAR
    kr 191
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 945

    kr 1.056
    Normalpris
    kr 956
    Medlemspris
    SPAR
    kr 111
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 840

    kr 1.014
    Normalpris
    kr 857
    Medlemspris
    SPAR
    kr 174
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 485

    kr 619
    Normalpris
    kr 498
    Medlemspris
    SPAR
    kr 134
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 455

    kr 518
    Normalpris
    kr 461
    Medlemspris
    SPAR
    kr 63
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 796

    kr 957
    Normalpris
    kr 812
    Medlemspris
    SPAR
    kr 161
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 647

    kr 766
    Normalpris
    kr 659
    Medlemspris
    SPAR
    kr 119
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 752

    kr 901
    Normalpris
    kr 767
    Medlemspris
    SPAR
    kr 149
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 750

    kr 957
    Normalpris
    kr 771
    Medlemspris
    SPAR
    kr 207
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 998

    kr 1.217
    Normalpris
    kr 1.020
    Medlemspris
    SPAR
    kr 219
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 823

    kr 991
    Normalpris
    kr 840
    Medlemspris
    SPAR
    kr 168
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 945

    kr 1.193
    Normalpris
    kr 970
    Medlemspris
    SPAR
    kr 248
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 752

    kr 901
    Normalpris
    kr 767
    Medlemspris
    SPAR
    kr 149
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 472

    kr 540
    Normalpris
    kr 479
    Medlemspris
    SPAR
    kr 68
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 643

    kr 844
    Normalpris
    kr 663
    Medlemspris
    SPAR
    kr 201
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 485

    kr 619
    Normalpris
    kr 498
    Medlemspris
    SPAR
    kr 134
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 656

    kr 777
    Normalpris
    kr 668
    Medlemspris
    SPAR
    kr 121
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 665

    kr 788
    Normalpris
    kr 677
    Medlemspris
    SPAR
    kr 123