This book is for a first course on stochastic processes to be taken by undergraduates or master's students, who have had a course in probability theory, but who have not had a course in measure theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal theory, and Brownian motion and martingales. The last two topics are important for the brief treatment of option pricing. The book presents only the essentials of the subject, the parts of the theory most important for applications. To allow readers to choose their own level of detail, many of the proofs begin with a nonrigorous answer to the question "Why is this true ?" followed by a proof that fills in the missing details. Probability theory was developed to solve problems, so most of the text is devoted to analyzing examples. There are more than 325 carefully chosen problems to deepen the reader's understanding.
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
Hardback. Condición: Good. Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory. Nº de ref. del artículo: 00109388854
Cantidad disponible: 1 disponibles
Librería: World of Books Inc, Montgomery, IL, Estados Unidos de America
Hardback. Condición: Good. Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory. Nº de ref. del artículo: CIN038798836XG
Cantidad disponible: 1 disponibles
Librería: -OnTimeBooks-, Phoenix, AZ, Estados Unidos de America
Condición: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Nº de ref. del artículo: OTV.038798836X.G
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Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_397661426
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Librería: Better World Books: West, Reno, NV, Estados Unidos de America
Condición: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Nº de ref. del artículo: 15910204-6
Cantidad disponible: 1 disponibles
Librería: Windflower Bookstore, Rockford, IL, Estados Unidos de America
Condición: good. Nº de ref. del artículo: WFBV.038798836X.G
Cantidad disponible: 1 disponibles
Librería: Magers and Quinn Booksellers, Minneapolis, MN, Estados Unidos de America
hardcover. Condición: Acceptable. May have underlining, highlighting, margin notes, remainder marks, inscriptions, book plates, tears, significant wear, and/or a missing dust jacket, box, or discs. Damaged item. Nº de ref. del artículo: 1550732
Cantidad disponible: 1 disponibles
Librería: Southampton Books, Sag Harbor, NY, Estados Unidos de America
Hardcover. Condición: Like New. First Edition. First Edition, Later Printing. Published by Springer, 1999. Octavo. Hardcover. Book is like new. No dust jacket. Nº de ref. del artículo: 536661
Cantidad disponible: 1 disponibles
Librería: RiverRaisinBooks, Dundee, MI, Estados Unidos de America
hardcover. Condición: As New. 1st ed. 1999. Corr. 2nd printing. Nº de ref. del artículo: 251215003
Cantidad disponible: 1 disponibles
Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
hardcover. Condición: New. In shrink wrap. Looks like an interesting title! Nº de ref. del artículo: Q-038798836x
Cantidad disponible: 1 disponibles