Basic Stochastic Processes

Name: Basic Stochastic Processes
SKU: 2495324
Price: 102.99 AUD
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A Course Through Exercises

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Format:

Paperback / softback

Series:

Springer Undergraduate Mathematics Series

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Description

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.

Release date Australia

October 16th, 1998

Author

Audience

Undergraduate

Illustrations

X, 226 p.

Pages

226

Series

Springer Undergraduate Mathematics Series

Dimensions

178x235x12

ISBN-13

9783540761754

Product ID

2495324

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