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Ajouter au panierPaperback. Etat : Brand New. 1168 pages. 9.50x6.75x2.25 inches. In Stock.
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Ajouter au panierPaperback. Etat : Brand New. 1168 pages. 9.50x6.75x2.25 inches. In Stock.
Edité par Oxford University Press Sep 2020, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Ajouter au panierTaschenbuch. Etat : Neu. Neuware - Probability and Random Processes begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with Itô's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Lévy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1317, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition.One Thousand Exercises in Probability, third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Lévy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.
Edité par Oxford University Press, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
EUR 112,21
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Ajouter au panierEtat : New.
Edité par Oxford University Press, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 111,02
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Ajouter au panierEtat : New.
Edité par Oxford University Press, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
EUR 116,36
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Ajouter au panierEtat : As New. Unread book in perfect condition.
Edité par Oxford University Press, USA, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
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Ajouter au panierUNK. Etat : New. New Book. Shipped from UK. Established seller since 2000.
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
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Ajouter au panierEtat : new.
Edité par Oxford University Press, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 107,30
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Ajouter au panierEtat : New.
Edité par Oxford University Press, USA, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
EUR 113,66
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Ajouter au panierUNK. Etat : New. New Book. Shipped from UK. Established seller since 2000.
Edité par Oxford University Press, 2020
ISBN 10 : 0198847629 ISBN 13 : 9780198847625
Langue: anglais
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 116,37
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Ajouter au panierEtat : As New. Unread book in perfect condition.