Stoshastic processes and stochastic inte
โ Pivato M.
๐ Library
๐
1999
๐ English
โฆ LIBER โฆ
๐
Stochastic Processes
โ Scribed by Richard F. Bass
- Publisher
- CUP
- Year
- 2011
- Tongue
- English
- Leaves
- 408
- Series
- Cambridge Series in Statistical and Probabilistic Mathematics
- Edition
- 1
- Category
- Library
โฌ Acquire This Volume
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
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๐ Library
๐
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๐ Cambridge University Press
๐ English
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Stochastic Processes
โ M. Girault (auth.)
๐ Library
๐
1966
๐ Springer-Verlag Berlin Heidelberg
๐ English
<p>Existing works on stochastic processes belong to a field of abstract mathematics which puts them beyond the scope of the non-specialist. The preoccupations of research mathematicians being more often than not distant from the practical problems of experimental methodology, the needs of practical