Isbn: 9780881332674 - introduction to stochastic processes (10 resultados)

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Paperback. Condición: Good. The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts -- Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.…

Condición: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.

paperback. Condición: Good. Good condition paperback. Pages are clean and unmarked. Minor edgewear and corner rubbing. Spine is straight. Tulsa's largest used bookstore. Located on South Mingo Road since 1991. No-hassle return policy if not completely satisfied.

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Paperback. Condición: Brand New. 11/15/86 edition. 203 pages. 9.00x6.00x0.50 inches. In Stock.

paperback. Condición: New. In shrink wrap. Looks like an interesting title.