Stochastic Processes Image close
Stochastic Processes on Hardback by Richard F Bass
Stochastic Processes on Hardback by Richard F Bass
Show Hide Adult Content
Stochastic Processes close

Non-Fiction Books:

Home  
Books  
Non-Fiction  
Maths & Science  
Mathematics  
Probability & statistics

Stochastic Processes

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Hardback
$217.99
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley

Buy Now, Pay Later with:

4 payments of $54.50 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 12-24 June using International Courier

Explore more Cambridge Series in Statistical and Probabilistic Mathematics

See all products in this series

Confidence, Likelihood, Probability on Hardback by Tore Schweder
$228.99
Confidence, Likelihood, Probability
by Tore Schweder ~ Hardback
Available - Usually ships in 3-4 weeks
Generalized Additive Models for Location, Scale and Shape on Hardback by Mikis D. Stasinopoulos
$163.99
Generalized Additive Models for Location, Scale and Shape
by Mikis D. Stasinopoulos ~ Hardback
Available - Usually ships in 3-4 weeks
Asymptotic Statistics by A.W. van der Vaart
$173.99
Asymptotic Statistics
by A.W. van der Vaart ~ Paperback / softback
Available - Usually ships in 3-4 weeks
The Coordinate-Free Approach to Linear Models on Hardback by Michael J. Wichura
$182.99
The Coordinate-Free Approach to Linear Models
by Michael J. Wichura ~ Hardback
Available - Usually ships in 3-4 weeks
Symmetry Studies on Hardback by Marlos A.G. Viana
$174.99
Symmetry Studies
by Marlos A.G. Viana ~ Hardback
Available - Usually ships in 3-4 weeks
Measure Theory and Filtering on Hardback by Lakhdar Aggoun
$226.99
Measure Theory and Filtering
by Lakhdar Aggoun ~ Hardback
Available - Usually ships in 3-4 weeks
Measure Theory and Filtering by Lakhdar Aggoun
$135.99
Measure Theory and Filtering
by Lakhdar Aggoun ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Model Selection and Model Averaging on Hardback by Gerda Claeskens
$223.99
Model Selection and Model Averaging
by Gerda Claeskens ~ Hardback
Available - Usually ships in 3-4 weeks
High-Dimensional Probability on Hardback by Roman Vershynin
$182.99
High-Dimensional Probability
by Roman Vershynin ~ Hardback
Available - Usually ships in 3-4 weeks
The Fundamentals of Heavy Tails on Hardback by Jayakrishnan Nair
$143.99
The Fundamentals of Heavy Tails
by Jayakrishnan Nair ~ Hardback
Available - Usually ships in 2-3 weeks
Wavelet Methods for Time Series Analysis by Donald B. Percival
$185.99
Wavelet Methods for Time Series Analysis
by Donald B. Percival ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Random Networks for Communication on Hardback by Massimo Franceschetti
$234.99
Random Networks for Communication
by Massimo Franceschetti ~ Hardback
Available - Usually ships in 3-4 weeks
Statistical Principles for the Design of Experiments on Hardback by S. G. Gilmour
$280.99
Statistical Principles for the Design of Experiments
by S. G. Gilmour ~ Hardback
Available - Usually ships in 3-4 weeks
Statistical Mechanics of Disordered Systems by Anton Bovier
$137.99
Statistical Mechanics of Disordered Systems
by Anton Bovier ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Predictive Statistics on Hardback by Bertrand S. Clarke
$232.99
Predictive Statistics
by Bertrand S. Clarke ~ Hardback
Available - Usually ships in 3-4 weeks
Numerical Methods of Statistics on Hardback by John Monahan
$315.99
Numerical Methods of Statistics
by John Monahan ~ Hardback
Available - Usually ships in 3-4 weeks

Description

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.

Author Biography:

Richard F. Bass is Board of Trustees Distinguished Professor in the Department of Mathematics at the University of Connecticut.
Release date Australia
October 6th, 2011
Audience
  • Professional & Vocational
Illustrations
Worked examples or Exercises; 2 Line drawings, unspecified
Pages
408
Dimensions
183x254x25
ISBN-13
9781107008007
Product ID
10379135

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Explore more by Richard F Bass

See all books by this author

Diffusions and Elliptic Operators by Richard F Bass
$333.99
Diffusions and Elliptic Operators
by Richard F Bass ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Probabilistic Techniques in Analysis on Hardback by Richard F Bass
$293.99
Probabilistic Techniques in Analysis
by Richard F Bass ~ Hardback
Available - Usually ships in 3-4 weeks
Diffusions and Elliptic Operators on Hardback by Richard F Bass
$428.99
Diffusions and Elliptic Operators
by Richard F Bass ~ Hardback
Available - Usually ships in 3-4 weeks

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Applied mathematics >
Stochastics