Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

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9780387878614: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
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From the reviews: "Chapter deals with the statistics of stochastic processes, mainly hypotheses testing, a relatively uncommon subject. ... The major strength of this problem book is the breadth and depth of coverage that five experts in their respective subfields condensed in only 375 pages. ... the book is a valuable addition to the literature on stochastic processes. ... any course in stochastics at the advanced undergraduate or beginning to intermediate graduate level is almost sure to interest its table of contents substantially." (Giuseppe Castellacci, Mathematical Reviews, Issue 2011 f) "Advanced undergraduates and postgraduates in mathematics, and teaching staff at these levels. This is a book in the Springer series on Problem Books in Mathematics, presenting a series of problems ... . Each of the 20 chapters in this book has a condensed outline of the topic being considered, a bibliography, the problems, and then hints or solutions to most of the problems." (David J. Hand, International Statistical Review, Vol. 78 (3), 2010) "This book provides a collection of more than 800 problems for the theory of stochastic processes. It is divided into 20 chapters that cover different aspects of this theory. ... this compilation is new in its broadness and completeness for the theory of stochastic processes and is well suited for students in their self-studies as well as lecturers to prepare their classes in this field of probability theory." (Claudia Hein, Zentralblatt MATH, Vol. 1189, 2010) "Each chapter consists of a brief review of theory followed by ... a list of problems, hints (for the solution of) pertaining to most of the problems in the chapter, and a section giving 'Answers and Solutions' for many but not necessarily all problems. ... It might also be used in seminars or in advanced topics courses. ... There is also a set of graphical representations of various stochastic processes. ... an excellent contribution and anyone who works through the problems will be well rewarded." (Donald E. Myers, Technometrics, Vol. 53 (3), August, 2011)

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Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith variouslevelsofmasteringinthetheoryofstochasticprocesses. Togetherwithte- nicalandillustrativeproblemsintendedforbeginners,thebookcontainsanumber ofproblemsoftheoreticalnaturethatcanbeusefulforstudentsandundergraduate studentsthatpursueadvancedstudiesinthetheoryofstochasticprocessesandits- plications. Amongothers,theimportantaimofthebookistoprovideateachingstaff anef cienttoolforpreparingseminarstudies,tests,andexamsconcerninguniversity coursesinthetheoryofstochasticprocessesandrelatedtopics. Whilecomposingthe book,theauthorshavepartiallyusedthecollectionsofproblemsinprobabilityt- ory[16,65,75,83]. Also,someexercisesandproblemsfromthemonographsand textbooks[4,9,19,22,82]wereused. Atthesametime,alargepartofourproblem bookcontainsoriginalmaterial. Thebookisorganizedasfollows. Theproblemsarecollectedintochapters,each chapterbeingdevotedtoacertaintopic. Atthebeginningofeachchapter,theth- reticalgroundsforthecorrespondingtopicaregivenbrie ytogetherwiththelistof bibliography,whichthereadercanuseinordertostudythistopicinmoredetail. For themostoftheproblems,eitherhintsorcompletesolutions(oranswers)aregiven, andsomeoftheproblemsareprovidedwithbothhintsandsolutions(answers). H- ever,theauthorsdonotrecommendthatareaderusethehintssystematically,because solvingaproblemwithoutassistanceismuchmoreusefulthanusingaready-made idea. Somestatementsthathaveaparticulartheoreticalinterestareformulatedon theoreticalgrounds,andtheirproofsareformulatedasproblemsforthereader. Such problemsaresuppliedwitheithercompletesolutionsordetailedhints. Inordertoworkwiththeproblembookef ciently,areadershouldbeacquainted withprobabilitytheory,calculus,andmeasuretheorywithinthescopeofresp- tiveuniversity courses. Standard notions, suchas random variable, measurability, independence, Lebesgue measure and integral, and so on are used without ad- tionaldiscussion. Allthenewnotionsandstatementsrequiredforsolvingthepr- lemsaregiveneitherontheoreticalgroundsorintheformulationsoftheproblems vii viii Preface straightforwardly. However,sometimesanotionisusedinthetextbeforeitsformal de nition. Forinstance,theWienerandPoissonprocessesareprocesseswithin- pendentincrementsandthusareformallyintroducedinaTheoreticalgroundsfor Chapter5,buttheseprocessesareusedwidelyintheproblemsofChapters2to4. Theauthorsrecommendthatareaderwhocomestoanunknownnotionorobject usetheIndexinorderto ndthecorrespondingformalde nition. Thesamerec- mendationconcernssomestandardabbreviationsandsymbolslistedattheendofthe book. Someproblemsinthebookformcycles:solutionstooneofthemaregrounded onstatementsofothersoronauxiliaryconstructionsdescribedinsomepreceding solutions. Sometimes,onthecontrary,itisproposedtoprovethesamestatement withindifferentproblemsusingessentiallydifferenttechniques. Theauthorsrec- mendareaderpayspeci cattentiontothesefruitfulinternallinksbetweenvarious topicsofthetheoryofstochasticprocesses. Everypartofthebookwascomposedsubstantiallybyoneauthor. Chapters1-6, and16arecomposedbyA. Kulik,Chapters7,12-15,18,and19byYu. Mishura, Chapters 8-10 by A. Pilipenko, Chapter 17 by A. Kukush, and Chapter 20 by D. Gusak. Chapter11waspreparedjointlybyD. GusakandA. Pilipenko. Atthe sametime,everyauthorhasmadeacontributiontootherpartsofthebookbyprop- ingseparateproblemsorcyclesofproblems,improvingpreliminaryversionsoft- oreticalgrou

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Dmytro Gusak, Alexander Kukush, Alexey Kulik
Editorial: Springer-Verlag New York Inc., United States (2009)
ISBN 10: 0387878610 ISBN 13: 9780387878614
Nuevos Tapa dura Cantidad: 1
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Descripción Springer-Verlag New York Inc., United States, 2009. Hardback. Estado de conservación: New. 236 x 160 mm. Language: English . Brand New Book. Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith variouslevelsofmasteringinthetheoryofstochasticprocesses. Togetherwithte- nicalandillustrativeproblemsintendedforbeginners,thebookcontainsanumber ofproblemsoftheoreticalnaturethatcanbeusefulforstudentsandundergraduate studentsthatpursueadvancedstudiesinthetheoryofstochasticprocessesandits- plications. Amongothers,theimportantaimofthebookistoprovideateachingstaff anef cienttoolforpreparingseminarstudies,tests,andexamsconcerninguniversity coursesinthetheoryofstochasticprocessesandrelatedtopics. Whilecomposingthe book,theauthorshavepartiallyusedthecollectionsofproblemsinprobabilityt- ory[16,65,75,83]. Also,someexercisesandproblemsfromthemonographsand textbooks[4,9,19,22,82]wereused. Atthesametime,alargepartofourproblem bookcontainsoriginalmaterial. Thebookisorganizedasfollows. Theproblemsarecollectedintochapters,each chapterbeingdevotedtoacertaintopic.Atthebeginningofeachchapter,thet h- reticalgroundsforthecorrespondingtopicaregivenbrie ytogetherwiththelistof bibliography,whichthereadercanuseinordertostudythistopicinmoredetail. For themostoftheproblems,eitherhintsorcompletesolutions(oranswers)aregiven, andsomeoftheproblemsareprovidedwithbothhintsandsolutions(answers). H- ever,theauthorsdonotrecommendthatareaderusethehintssystematically,b ecause solvingaproblemwithoutassistanceismuchmoreusefulthanusingaready-made idea. Somestatementsthathaveaparticulartheoreticalinterestareformulatedon theoreticalgrounds,andtheirproofsareformulatedasproblemsforthereader. Such problemsaresuppliedwitheithercompletesolutionsordetailedhints. Inordertoworkwiththeproblembookef ciently,areadershouldbeacquainted withprobabilitytheory,calculus,andmeasuretheorywithinthescopeofr esp- tiveuniversity courses. Standard notions, suchas random variable, measurability, independence, Lebesgue measure and integral, and so on are used without ad- tionaldiscussion. Allthenewnotionsandstatementsrequiredforsolvingthepr- lemsaregiveneitherontheoreticalgroundsorintheformulationsoftheprob lems vii viii Preface straightforwardly.However,sometimesanotionisusedinthetextbeforeitsformal de nition. Forinstance,theWienerandPoissonprocessesareprocesseswithin- pendentincrementsandthusareformallyintroducedinaTheoreticalgroundsfor Chapter5,buttheseprocessesareusedwidelyintheproblemsofChapters2t o4. Theauthorsrecommendthatareaderwhocomestoanunknownnotionorobject usetheIndexinorderto ndthecorrespondingformalde nition. Thesamerec- mendationconcernssomestandardabbreviationsandsymbolslistedattheendofthe book. Someproblemsinthebookformcycles:solutionstooneofthemaregrounded onstatementsofothersoronauxiliaryconstructionsdescribedinsomepreceding solutions. Sometimes,onthecontrary,itisproposedtoprovethesamestatement withindifferentproblemsusingessentiallydifferenttechniques. Theauthorsrec- mendareaderpayspeci cattentiontothesefruitfulinternallinksbetweenvarious topicsofthetheoryofstochasticprocesses. Everypartofthebookwascomposedsubstantiallybyoneauthor. Chapters1-6, and16arecomposedbyA. Kulik,Chapters7,12-15,18,and19byYu. Mishura, Chapters 8-10 by A. Pilipenko, Chapter 17 by A. Kukush, and Chapter 20 by D. Gusak. Chapter11waspreparedjointlybyD. GusakandA. Pilipenko.Atthe sametime,everyauthorhasmadeacontributiontootherpartsofthebookbyprop- ingseparateproblemsorcyclesofproblems,improvingpreliminaryversions oft- oreticalgrounds,andeditingthe naltext. The authors would like to express their deep gratitude to M. Portenko and A. Ivanovfortheircarefulreadingofapreliminaryversionofthebookandva- ablecommentsthatledtosigni cantimprovementofthetext. Theauthorsarealso gratefultoT. Yakovenko,G. Shevchenko,O. Soloveyko, Yu. Kartashov, Yu. K- menko,A. Malenko,andN. Ryabovafortheirassistanceintranslation,preparing lesandpictures,andcomposingthesubjectindexandreferences. T. Nº de ref. de la librería LIB9780387878614

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Dmytro Gusak
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ISBN 10: 0387878610 ISBN 13: 9780387878614
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Descripción Springer New York 2009-12-04, New York |London, 2009. hardback. Estado de conservación: New. Nº de ref. de la librería 9780387878614

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Dmytro Gusak, Alexander Kukush, Alexey Kulik
Editorial: Springer-Verlag New York Inc., United States (2009)
ISBN 10: 0387878610 ISBN 13: 9780387878614
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Descripción Springer-Verlag New York Inc., United States, 2009. Hardback. Estado de conservación: New. 236 x 160 mm. Language: English . Brand New Book. Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith variouslevelsofmasteringinthetheoryofstochasticprocesses. Togetherwithte- nicalandillustrativeproblemsintendedforbeginners,thebookcontainsanumber ofproblemsoftheoreticalnaturethatcanbeusefulforstudentsandundergraduate studentsthatpursueadvancedstudiesinthetheoryofstochasticprocessesandits- plications. Amongothers,theimportantaimofthebookistoprovideateachingstaff anef cienttoolforpreparingseminarstudies,tests,andexamsconcerninguniversity coursesinthetheoryofstochasticprocessesandrelatedtopics. Whilecomposingthe book,theauthorshavepartiallyusedthecollectionsofproblemsinprobabilityt- ory[16,65,75,83]. Also,someexercisesandproblemsfromthemonographsand textbooks[4,9,19,22,82]wereused. Atthesametime,alargepartofourproblem bookcontainsoriginalmaterial. Thebookisorganizedasfollows. Theproblemsarecollectedintochapters,each chapterbeingdevotedtoacertaintopic.Atthebeginningofeachchapter,thet h- reticalgroundsforthecorrespondingtopicaregivenbrie ytogetherwiththelistof bibliography,whichthereadercanuseinordertostudythistopicinmoredetail. For themostoftheproblems,eitherhintsorcompletesolutions(oranswers)aregiven, andsomeoftheproblemsareprovidedwithbothhintsandsolutions(answers). H- ever,theauthorsdonotrecommendthatareaderusethehintssystematically,b ecause solvingaproblemwithoutassistanceismuchmoreusefulthanusingaready-made idea. Somestatementsthathaveaparticulartheoreticalinterestareformulatedon theoreticalgrounds,andtheirproofsareformulatedasproblemsforthereader. Such problemsaresuppliedwitheithercompletesolutionsordetailedhints. Inordertoworkwiththeproblembookef ciently,areadershouldbeacquainted withprobabilitytheory,calculus,andmeasuretheorywithinthescopeofr esp- tiveuniversity courses. Standard notions, suchas random variable, measurability, independence, Lebesgue measure and integral, and so on are used without ad- tionaldiscussion. Allthenewnotionsandstatementsrequiredforsolvingthepr- lemsaregiveneitherontheoreticalgroundsorintheformulationsoftheprob lems vii viii Preface straightforwardly.However,sometimesanotionisusedinthetextbeforeitsformal de nition. Forinstance,theWienerandPoissonprocessesareprocesseswithin- pendentincrementsandthusareformallyintroducedinaTheoreticalgroundsfor Chapter5,buttheseprocessesareusedwidelyintheproblemsofChapters2t o4. Theauthorsrecommendthatareaderwhocomestoanunknownnotionorobject usetheIndexinorderto ndthecorrespondingformalde nition. Thesamerec- mendationconcernssomestandardabbreviationsandsymbolslistedattheendofthe book. Someproblemsinthebookformcycles:solutionstooneofthemaregrounded onstatementsofothersoronauxiliaryconstructionsdescribedinsomepreceding solutions. Sometimes,onthecontrary,itisproposedtoprovethesamestatement withindifferentproblemsusingessentiallydifferenttechniques. Theauthorsrec- mendareaderpayspeci cattentiontothesefruitfulinternallinksbetweenvarious topicsofthetheoryofstochasticprocesses. Everypartofthebookwascomposedsubstantiallybyoneauthor. Chapters1-6, and16arecomposedbyA. Kulik,Chapters7,12-15,18,and19byYu. Mishura, Chapters 8-10 by A. Pilipenko, Chapter 17 by A. Kukush, and Chapter 20 by D. Gusak. Chapter11waspreparedjointlybyD. GusakandA. Pilipenko.Atthe sametime,everyauthorhasmadeacontributiontootherpartsofthebookbyprop- ingseparateproblemsorcyclesofproblems,improvingpreliminaryversions oft- oreticalgrounds,andeditingthe naltext. The authors would like to express their deep gratitude to M. Portenko and A. Ivanovfortheircarefulreadingofapreliminaryversionofthebookandva- ablecommentsthatledtosigni cantimprovementofthetext. Theauthorsarealso gratefultoT. Yakovenko,G. Shevchenko,O. Soloveyko, Yu. Kartashov, Yu. K- menko,A. Malenko,andN. Ryabovafortheirassistanceintranslation,preparing lesandpictures,andcomposingthesubjectindexandreferences. T. Nº de ref. de la librería LIB9780387878614

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Dmytro Gusak; Alexander Kukush; Alexey Kulik
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Dmytro Gusak
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DMYTRO GUSAK
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Descripción Springer, 2009. Hardback. Estado de conservación: NEW. 9780387878614 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0274958

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Dmytro Gusak
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Descripción Springer-Verlag Gmbh Dez 2009, 2009. Buch. Estado de conservación: Neu. 241x167x33 mm. Neuware - This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory. 376 pp. Englisch. Nº de ref. de la librería 9780387878614

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Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
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Descripción Springer, 2009. Hardcover. Estado de conservación: New. 2010. This item is printed on demand. Nº de ref. de la librería DADAX0387878610

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Dmytro Gusak
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Descripción Springer-Verlag New York Inc., 2009. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780387878614

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Gusak, D.;Kukush, A.
Editorial: Secaucus, New Jersey, U.S.A.: Springer Verlag (2009)
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Descripción Secaucus, New Jersey, U.S.A.: Springer Verlag, 2009. Hardcover. Estado de conservación: New. Ship out 1-2 business day,Brand new,US edition, Free tracking number usually 2-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,ht. Nº de ref. de la librería ABE-7723070785

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