Introduction to Stochastic Processes, Second Edition (Chapman & Hall/CRC Probability Series)

4,47 valoración promedio
( 17 valoraciones por Goodreads )
 
9781584886518: Introduction to Stochastic Processes, Second Edition (Chapman & Hall/CRC Probability Series)

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 Itô'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.
  • "Sinopsis" puede pertenecer a otra edición de este libro.

    About the Author:

    Gregory F. Lawler is Professor of Mathematics and Statistics at the University of Chicago. He received the George Polya Prize in 2006 for his work with Oded Schramm and Wendelin Werner.

    Review:

    "Well-chosen examples and interesting exercises make this text a good choice for a first course in stochastic processes for a broad class of students." - Journal of the American Statistical Association

    "Sobre este título" puede pertenecer a otra edición de este libro.

    Los mejores resultados en AbeBooks

    1.

    Lawler, Gregory F.
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Cantidad: > 20
    Librería
    Paperbackshop-US
    (Wood Dale, IL, Estados Unidos de America)
    Valoración
    [?]

    Descripción 2006. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería VT-9781584886518

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 78,79
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 3,40
    A Estados Unidos de America
    Destinos, gastos y plazos de envío

    2.

    LAWLER, GREGORY F.
    Editorial: Chapman and Hall/CRC (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 1
    Librería
    Herb Tandree Philosophy Books
    (Stroud, GLOS, Reino Unido)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2006. Hardback. Estado de conservación: NEW. 9781584886518 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 HTANDREE0178412

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 79,03
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 9,03
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    3.

    Gregory F. Lawler
    Editorial: Taylor Francis Inc, United States (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 1
    Librería
    The Book Depository US
    (London, Reino Unido)
    Valoración
    [?]

    Descripción Taylor Francis Inc, United States, 2006. Hardback. Estado de conservación: New. 2nd Revised edition. Language: English . Brand New Book. 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. Nº de ref. de la librería AAS9781584886518

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 89,31
    Convertir moneda

    Añadir al carrito

    Gastos de envío: GRATIS
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    4.

    Gregory F. Lawler
    Editorial: Taylor Francis Inc, United States (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 1
    Librería
    The Book Depository
    (London, Reino Unido)
    Valoración
    [?]

    Descripción Taylor Francis Inc, United States, 2006. Hardback. Estado de conservación: New. 2nd Revised edition. Language: English . Brand New Book. 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. Nº de ref. de la librería AAS9781584886518

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 89,50
    Convertir moneda

    Añadir al carrito

    Gastos de envío: GRATIS
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    5.

    Lawler, Gregory F.
    Editorial: Chapman and Hall/CRC (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 2
    Librería
    Murray Media
    (North Miami Beach, FL, Estados Unidos de America)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2006. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P11158488651X

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 95,03
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 1,70
    A Estados Unidos de America
    Destinos, gastos y plazos de envío

    6.

    Gregory F. Lawler
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 14
    Librería
    Ogma Books
    (Haverfordwest, Reino Unido)
    Valoración
    [?]

    Descripción Hardcover. Estado de conservación: New. Brand new book. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you safely. Nº de ref. de la librería 9781584886518

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 90,64
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 7,89
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    7.

    Lawler, Gregory F. (Author)
    Editorial: Chapman & Hall (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 1
    Librería
    Revaluation Books
    (Exeter, Reino Unido)
    Valoración
    [?]

    Descripción Chapman & Hall, 2006. Hardcover. Estado de conservación: Brand New. 2nd edition. 234 pages. 9.25x6.25x0.75 inches. In Stock. Nº de ref. de la librería __158488651X

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 92,33
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 6,77
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    8.

    Lawler, Gregory F. (Author)
    Editorial: Chapman & Hall (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 2
    Librería
    Revaluation Books
    (Exeter, Reino Unido)
    Valoración
    [?]

    Descripción Chapman & Hall, 2006. Hardcover. Estado de conservación: Brand New. 2nd edition. 234 pages. 9.25x6.25x0.75 inches. In Stock. Nº de ref. de la librería z-158488651X

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 95,34
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 6,77
    De Reino Unido a Estados Unidos de America
    Destinos, gastos y plazos de envío

    9.

    Lawler, Gregory F.
    Editorial: Chapman and Hall/CRC (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Cantidad: 1
    Librería
    Nearfine Books
    (Brooklyn, NY, Estados Unidos de America)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2006. Estado de conservación: new. Shiny and new! Expect delivery in 20 days. Nº de ref. de la librería 9781584886518-1

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 116,70
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 3,41
    A Estados Unidos de America
    Destinos, gastos y plazos de envío

    10.

    Gregory F. Lawler
    Editorial: Chapman and Hall/CRC (2006)
    ISBN 10: 158488651X ISBN 13: 9781584886518
    Nuevos Tapa dura Cantidad: 1
    Librería
    Ergodebooks
    (RICHMOND, TX, Estados Unidos de America)
    Valoración
    [?]

    Descripción Chapman and Hall/CRC, 2006. Hardcover. Estado de conservación: New. 2. Nº de ref. de la librería DADAX158488651X

    Más información sobre esta librería | Hacer una pregunta a la librería

    Comprar nuevo
    EUR 117,06
    Convertir moneda

    Añadir al carrito

    Gastos de envío: EUR 4,25
    A Estados Unidos de America
    Destinos, gastos y plazos de envío

    Existen otras copia(s) de este libro

    Ver todos los resultados de su búsqueda