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Sinopsis
Definition of stochastic process. Cylinder #x03C3;-algebra, finite-dimensional distributions, the Kolmogorov theorem.- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions.- Trajectories. Modifications. Filtrations.- Continuity. Differentiability. Integrability.- Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures.- Gaussian processes.- Martingales and related processes in discrete and continuous time. Stopping times.- Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values.- Prediction and interpolation.- Markov chains: Discrete and continuous time.- Renewal theory. Queueing theory.- Markov and diffusion processes.- It#x00F4; stochastic integral. It#x00F4; formula. Tanaka formula.- Stochastic differential equations.- Optimal stopping of random sequences and processes.- Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems.- Statistics of stochastic processes.- Stochastic processes in financial mathematics (discrete time).- Stochastic processes in financial mathematics (continuous time).- Basic functionals of the risk theory.
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De la contraportada
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.
The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.
The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.
The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.
This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
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SPRINGER NATURE Dez 2009, 2009
ISBN 10: 0387878610
ISBN 13: 9780387878614
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - 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.The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.This book is one of the largest collections of problems in the theoryof stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. 376 pp. Englisch. Nº de ref. del artículo: 9780387878614
Cantidad disponible: 2 disponibles
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Hardback or Cased Book)
Librería: BargainBookStores, Grand Rapids, MI, Estados Unidos de America
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Hardback or Cased Book. Condición: New. Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory 1.7. Book. Nº de ref. del artículo: BBS-9780387878614
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Theory of Stochastic Processes
Impresión bajo demandaLibrería: moluna, Greven, Alemania
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Contains over 1000 high quality exercises on stochastic processesPresents a modern approach to topics such as sample paths and optimal stoppingIdeal for professors who need exercises for exams, and graduate students wishing to learn about s. Nº de ref. del artículo: 5911451
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Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.This book is one of the largest collections of problems in the theoryof stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. Nº de ref. del artículo: 9780387878614
Cantidad disponible: 2 disponibles
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Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Condición: New. Nº de ref. del artículo: 6543954-n
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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
Publicado por
Springer-Verlag New York Inc., 2009
ISBN 10: 0387878610
ISBN 13: 9780387878614
Nuevo
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Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
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Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 717. Nº de ref. del artículo: C9780387878614
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Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
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Condición: New. Nº de ref. del artículo: 6543954-n
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Theory of Stochastic Processes (eng)
Impresión bajo demandaLibrería: Brook Bookstore On Demand, Napoli, NA, Italia
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Condición: new. Questo è un articolo print on demand. Nº de ref. del artículo: e500b85c4e0d8a225d37c6f2d666162a
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Theory of Stochastic Processes
Librería: Books Puddle, New York, NY, Estados Unidos de America
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Condición: New. pp. 388. Nº de ref. del artículo: 26746024
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