Artículos relacionados a Probability Theory I: Random Variables and Distributions:...

Probability Theory I: Random Variables and Distributions: 165 (UNITEXT, 165) - Tapa blanda

Pascucci, Andrea

 
9783031631894: Probability Theory I: Random Variables and Distributions: 165 (UNITEXT, 165)
Tapa blanda
ISBN 10: 3031631897 ISBN 13: 9783031631894
Editorial: Springer-Verlag GmbH, 2024

Sinopsis

This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic differential calculus and statistical inference. The text originated from the teaching experience in probability and applied mathematics courses within the mathematics degree program at the University of Bologna; it is suitable for second- or third-year students in mathematics, physics, or other natural sciences, assuming multidimensional differential and integral calculus as a prerequisite. The four chapters cover the following topics: measures and probability spaces; random variables; sequences of random variables and limit theorems; and expectation and conditional distribution. The text includes a collection of solved exercises.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Andrea Pascucci is a professor of Probability and Mathematical Statistics at the Alma Mater Studiorum – University of Bologna. His research activity encompasses various aspects of the theory of stochastic differential equations for diffusions and jump processes, degenerate partial differential equations, and their applications to mathematical finance. He has authored 6 books and over 80 scientific articles on the following topics: linear and nonlinear Kolmogorov-Fokker-Planck equations; regularity and asymptotic estimates of transition densities for multidimensional diffusions and jump processes; free boundary problems, optimal stopping, and applications to American-style financial derivatives; Asian options and volatility models. He has been invited as a speaker at more than 40 international conferences. He serves as an editor for the Journal of Computational Finance and is the director of a postgraduate program in Mathematical Finance at the University of Bologna.

De la contraportada

This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic differential calculus and statistical inference. The text originated from the teaching experience in probability and applied mathematics courses within the mathematics degree program at the University of Bologna; it is suitable for second- or third-year students in mathematics, physics, or other natural sciences, assuming multidimensional differential and integral calculus as a prerequisite. The four chapters cover the following topics: measures and probability spaces; random variables; sequences of random variables and limit theorems; and expectation and conditional distribution. The text includes a collection of solved exercises.

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

Editorial
Springer-Verlag GmbH
Año de publicación
2024
Idioma
Inglés
ISBN 10 
3031631897
ISBN 13 
9783031631894
Encuadernación
Tapa blanda
Número de páginas
403
Contacto del fabricante
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Alemania