 |
|
|
Item Details
| Title:
|
INTRODUCTION TO STOCHASTIC PROCESSES
|
| By: |
Gregory F. Lawler |
| Format: |
Hardback |
| List price:
|
£96.99 |
| Our price: |
£87.29 |
| Discount: |
|
| You save:
|
£9.70 |
|
|
|
|
|
| ISBN 10: |
158488651X |
| ISBN 13: |
9781584886518 |
| Availability: |
Usually dispatched within 3-5 days.
 Delivery
rates
|
| Stock: |
Currently 2 available |
| Publisher: |
TAYLOR & FRANCIS INC |
| Pub. date: |
1 May, 2006 |
| Edition: |
2nd Revised edition |
| Series: |
Chapman & Hall/Crc Probability Series |
| Pages: |
248 |
| Description: |
Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to important foundations of probability theory applicable to problems in many fields. It also discusses Markov chains, optimal stopping, martingales, and Brownian motion. |
| Synopsis: |
Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory. For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter.New to the Second Edition: * Expanded chapter on stochastic integration that introduces modern mathematical finance * Introduction of Girsanov transformation and the Feynman-Kac formula * Expanded discussion of Ito's formula and the Black-Scholes formula for pricing options * New topics such as Doob's maximal inequality and a discussion on self similarity in the chapter on Brownian motion Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals. |
| Illustrations: |
13 black & white illustrations |
| Publication: |
US |
| Imprint: |
Chapman & Hall/CRC |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
|
|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
|
|
|
|