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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory - Couverture souple
Synopsis
Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.
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Theory of Stochastic Processes
Edité par
Springer New York, 2012
ISBN 10 : 1461425069
ISBN 13 : 9781461425069
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Contains over 1000 high quality exercises on stochastic processesPresents a modern approach to topics such as sample paths and optimal stoppingIdeal for professors who need exercises for exams, and graduate students wishing to learn about s. N° de réf. du vendeur 4197502
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Theory of Stochastic Processes
Edité par
Springer New York Mai 2012, 2012
ISBN 10 : 1461425069
ISBN 13 : 9781461425069
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.This book is one of the largest collections of problems in the theoryof stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. 388 pp. Englisch. N° de réf. du vendeur 9781461425069
Quantité disponible : 2 disponible(s)
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Theory of Stochastic Processes
Edité par
Springer US, Springer New York Mai 2012, 2012
ISBN 10 : 1461425069
ISBN 13 : 9781461425069
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -ershouldbeacquainted withprobabilitytheory,calculus,andmeasuretheorywithinthescopeofresp- tiveuniversity courses. Standard notions, suchas random variable, measurability, independence, Lebesgue measure and integral, and so on are used without ad- tionaldiscussion. Allthenewnotionsandstatementsrequiredforsolvingthepr- lemsaregiveneitherontheoreticalgroundsorintheformulationsoftheproblems vii viii Preface straightforwardly. However,sometimesanotionisusedinthetextbeforeitsformal de nition. Forinstance,theWienerandPoissonprocessesareprocesseswithin- pendentincrementsandthusareformallyintroducedinaTheoreticalgroundsfor Chapter5,buttheseprocessesareusedwidelyintheproblemsofChapters2to4. Theauthorsrecommendthatareaderwhocomestoanunknownnotionorobject usetheIndexinorderto ndthecorrespondingformalde nition. Thesamerec- mendationconcernssomestandardabbreviationsandsymbolslistedattheendoft he book. Someproblemsinthebookformcycles:solutionstooneofthemaregrounded onstatementsofothersoronauxiliaryconstructionsdescribedinsomepreceding solutions. Sometimes,onthecontrary,itisproposedtoprovethesamestatement withindifferentproblemsusingessentiallydifferenttechniques. Theauthorsrec- mendareaderpayspeci cattentiontothesefruitfulinternallinksbetweenvarious topicsofthetheoryofstochasticprocesses. Everypartofthebookwascomposedsubstantiallybyoneauthor. Chapters1¿6, and16arecomposedbyA. Kulik,Chapters7,12¿15,18,and19byYu. Mishura, Chapters 8¿10 by A. Pilipenko, Chapter 17 by A. Kukush, and Chapter 20 by D. Gusak. Chapter11waspreparedjointlybyD. GusakandA. Pilipenko. Atthe sametime,everyauthorhasmadeacontributiontootherpartsofthebookbyprop- ingseparateproblemsorcyclesofproblems,improvingpreliminaryversionsoft- oreticalgrounds,andeditingthe naltext. The authors would like to express their deep gratitude to M. Portenko and A. Ivanovfortheircarefulreadingofapreliminaryversionofthebookandva- ablecommentsthatledtosigni cantimprovementofthetext. Theauthorsarealso gratefultoT. Yakovenko,G. ShevSpringer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 388 pp. Englisch. N° de réf. du vendeur 9781461425069
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Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
Edité par
Springer US, Springer New York, 2012
ISBN 10 : 1461425069
ISBN 13 : 9781461425069
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.This book is one of the largest collections of problems in the theoryof stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. N° de réf. du vendeur 9781461425069
Quantité disponible : 1 disponible(s)
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781461425069_new
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Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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PF. Etat : New. N° de réf. du vendeur 6666-IUK-9781461425069
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Gusak:Theory of Stochastic Processes (eng)
impression à la demandeVendeur : Brook Bookstore On Demand, Napoli, NA, Italie
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Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur a2ab4616be157758f5379a77dec20959
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Theory of Stochastic Processes
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 388. N° de réf. du vendeur 2647977395
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
Edité par
Springer-Verlag New York Inc., 2012
ISBN 10 : 1461425069
ISBN 13 : 9781461425069
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 615. N° de réf. du vendeur C9781461425069
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 388 pages. 9.25x6.10x0.88 inches. In Stock. N° de réf. du vendeur x-1461425069
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