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Stochastic Processes
Richard F. Bass
€ 87.76
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Description for Stochastic Processes
Hardcover. Comprehensive guide to stochastic processes. Accessible to beginning graduate students and researchers from applied disciplines. Series: Cambridge Series in Statistical and Probabilistic Mathematics. Num Pages: 408 pages, 2 b/w illus. 350 exercises. BIC Classification: PBT; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 253 x 182 x 26. Weight in Grams: 906. Series: Cambridge Series in Statistical and Probabilistic Mathematics. 406 pages, 2 b/w illus. 350 exercises. Comprehensive guide to stochastic processes. Accessible to beginning graduate students and researchers from applied disciplines. Cateogry: (U) Tertiary Education (US: College). BIC Classification: PBT; PBWL. Dimension: 253 x 182 x 26. Weight: 902.
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters ... Read more
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters ... Read more
Product Details
Publisher
Cambridge University Press
Number of pages
406
Format
Hardback
Publication date
2011
Series
Cambridge Series in Statistical and Probabilistic Mathematics
Condition
New
Weight
946g
Number of Pages
408
Place of Publication
Cambridge, United Kingdom
ISBN
9781107008007
SKU
V9781107008007
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
About Richard F. Bass
Richard F. Bass is Board of Trustees Distinguished Professor in the Department of Mathematics at the University of Connecticut.
Reviews for Stochastic Processes
'The author of this book is well recognized for his long standing and successful work in the area of stochastic processes … this book represents quite well the modern state of the art of the theory of stochastic processes. There are good reasons to strongly recommend the book to graduate and postgraduate students taking an advanced course in stochastic processes.' ... Read more