Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Stochastic Processes by Richard F. Bass, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Richard F. Bass ISBN: 9781107386754
Publisher: Cambridge University Press Publication: October 6, 2011
Imprint: Cambridge University Press Language: English
Author: Richard F. Bass
ISBN: 9781107386754
Publisher: Cambridge University Press
Publication: October 6, 2011
Imprint: Cambridge University Press
Language: English

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 aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.

More books from Cambridge University Press

Cover of the book The Linguistics of Speech by Richard F. Bass
Cover of the book Bach's Numbers by Richard F. Bass
Cover of the book A Short Course in Computational Science and Engineering by Richard F. Bass
Cover of the book Metaphysical Grounding by Richard F. Bass
Cover of the book Public-Private Partnership Projects in Infrastructure by Richard F. Bass
Cover of the book The Editor's Companion by Richard F. Bass
Cover of the book The Old English Penitentials and Anglo-Saxon Law by Richard F. Bass
Cover of the book A Short Course in Differential Topology by Richard F. Bass
Cover of the book Hyperspectral Imaging Remote Sensing by Richard F. Bass
Cover of the book Agriculture and the New Trade Agenda by Richard F. Bass
Cover of the book Evidence-Based Diagnosis by Richard F. Bass
Cover of the book Climate Change in Practice by Richard F. Bass
Cover of the book Children's Peer Talk by Richard F. Bass
Cover of the book Settled Versus Right by Richard F. Bass
Cover of the book Duels and Duets by Richard F. Bass
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy