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Basic Stochastic Processes - A Course Through Exercises (Paperback, 1st ed. 1999. Corr. 3rd printing 2000) Loot Price: R860
Discovery Miles 8 600
Repayment Terms: R81 pm x 12*
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Basic Stochastic Processes - A Course Through Exercises (Paperback, 1st ed. 1999. Corr. 3rd printing 2000): Zdzislaw Brzezniak,...

Basic Stochastic Processes - A Course Through Exercises (Paperback, 1st ed. 1999. Corr. 3rd printing 2000)

Zdzislaw Brzezniak, Tomasz Zastawniak

Series: Springer Undergraduate Mathematics S.

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Loot Price R860 Discovery Miles 8 600 | Repayment Terms: R81 pm x 12*

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This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Itô Stochastic Processes.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Springer Undergraduate Mathematics S.
Release date: July 2000
First published: July 2000
Authors: Zdzislaw Brzezniak • Tomasz Zastawniak
Dimensions: 240 x 170 x 15mm (L x W x T)
Format: Paperback
Pages: 222
Edition: 1st ed. 1999. Corr. 3rd printing 2000
ISBN-13: 978-3-540-76175-4
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 3-540-76175-6
Barcode: 9783540761754

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