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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 |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
London ; New York :
Springer,
[1999].
|
| Colección: | Springer undergraduate mathematics series
|
| Temas: |
MARC
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| 050 | 4 | |a QA274 |b B7.9 | |
| 082 | 0 | 0 | |a 519.2 |
| 090 | |a QA274 |b B7.9 | ||
| 100 | 1 | |a Brzezniak, Zdzisaw, |d 1958-, |e autor | |
| 245 | 1 | 0 | |a Basic stochastic processes : |b a course through exercises / |c Zdzisaw Brzeâzniak and Tomasz Zastawniak. |
| 264 | 1 | |a London ; |a New York : |b Springer, |c [1999]. | |
| 264 | 4 | |a ©1999. | |
| 300 | |a x, 225 páginas : |b ilustraciones ; |c 24 cm. | ||
| 336 | |a texto |b txt |2 rdacontent | ||
| 337 | |a sin medio |b n |2 rdamedia | ||
| 338 | |a volumen |b nc |2 rdacarrier | ||
| 490 | 1 | |a Springer undergraduate mathematics series | |
| 504 | |a Incluye referencias bibliográficas e índice | ||
| 520 | 1 | |a 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. | |
| 650 | 0 | |a Stochastic processes | |
| 650 | 4 | |a Procesos estocásticos | |
| 700 | 1 | |a Zastawniak, Tomasz, |d 1959-, |e autor | |
| 830 | 0 | |a Springer undergraduate mathematics series | |
| 905 | |a LIBROS | ||
| 938 | |c CBI | ||
| 949 | |a Biblioteca UAM Iztapalapa |b Colección General |c QA274 B7.9 | ||