Basic stochastic processes : course through exercises / Zdzislaw Brzezniak and Tomasz Zastawniak
Tipo de material:
TextoSeries Springer undergraduate mathematics seriesDetalles de publicación: London : Springer, 20007 Edición: 9ª reimp.Descripción: X, 225 p. ; 23 cmISBN: 3-540-76175-6Tema(s): Procesos estocásticos -- Problemas, ejercicios, etcResumen: This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance.The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes.Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element.The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Ito Stochastic Processes.
| Tipo de ítem | Biblioteca de origen | Signatura | URL | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems |
|---|---|---|---|---|---|---|---|
| Manuales | 02. BIBLIOTECA CAMPUS PUERTO REAL | 519.21/BRZ/bas (Navegar estantería(Abre debajo)) | Texto completo | Disponible Ubicación en estantería | Bibliomaps® | 3741971459 |
Indice
This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance.The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes.Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element.The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Ito Stochastic Processes.
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