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Basic stochastic processes : a course through exercises /
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 theor...
| Clasificación: | QA274 B7.9 |
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| Autor principal: | |
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| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
London ; New York :
Springer,
[1999].
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| Colección: | Springer undergraduate mathematics series
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| Temas: |
| Sumario: | 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. |
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| Descripción Física: | x, 225 páginas : ilustraciones ; 24 cm. |
| Bibliografía: | Incluye referencias bibliográficas e índice |
| ISBN: | 3540761756 |