Articles liés à Essentials of Stochastic Processes
Synopsis
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
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À propos de l?auteur
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA mathematics department for 9 years and at Cornell for 25 years before moving to Duke in 2010. He is author of 8 books and more than 200 journal articles and has supervised more that 45 Ph.D. students. He is a member of the National Academy of Science. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
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Essentials of Stochastic Processes
Edité par
Springer-Verlag, 2016
ISBN 10 : 331945613X
ISBN 13 : 9783319456133
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
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Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9783319456133. N° de réf. du vendeur 9902830
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Essentials of Stochastic Processes
Edité par
Springer, 2016
ISBN 10 : 331945613X
ISBN 13 : 9783319456133
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Dallas, Dallas, TX, Etats-Unis
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Hardcover. Etat : Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.3. N° de réf. du vendeur G331945613XI3N00
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Essentials of Stochastic Processes
Edité par
Springer International Publishing, 2016
ISBN 10 : 331945613X
ISBN 13 : 9783319456133
Neuf
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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. A concise treatment and textbook on the most important topics in Stochastic ProcessesAll concepts illustrated by examples and more than 300 carefully chosen exercises for effective learningNew edition includes added and revised exer. N° de réf. du vendeur 127946446
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Essentials of Stochastic Processes (Springer Texts in Statistics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Essentials of Stochastic Processes
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Etat : New. N° de réf. du vendeur 27024459-n
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Essentials of Stochastic Processes
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Essentials of Stochastic Processes
Edité par
Springer International Publishing, Springer Nature Switzerland, 2016
ISBN 10 : 331945613X
ISBN 13 : 9783319456133
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance. N° de réf. du vendeur 9783319456133
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Essentials of Stochastic Processes
ISBN 10 : 331945613X
ISBN 13 : 9783319456133
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance. 288 pp. Englisch. N° de réf. du vendeur 9783319456133
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Essentials of Stochastic Processes (Springer Texts in Statistics)
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9783319456133
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Essentials of Stochastic Processes
ISBN 10 : 331945613X
ISBN 13 : 9783319456133
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Neuware -Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader¿s understanding.Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 288 pp. Englisch. N° de réf. du vendeur 9783319456133
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