Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and ...
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Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and self similarity in the chapter on Brownian motion. It remains an ideal reference for professional mathematicians and statisticians as well as students.
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Add this copy of Introduction to Stochastic Processes to cart. $45.38, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Chapman & Hall.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 500grams, ISBN: 9780412995118.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $49.81, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2006 by Chapman and Hall/CRC.
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It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.
Add this copy of Introduction to Stochastic Processes to cart. $49.90, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1996 by Chapman And Hall/Crc.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 450grams, ISBN: 9780412995118.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $62.42, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1995 by Chapman and Hall/CRC.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $63.89, good condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2006 by CRC Press.
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Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $75.31, new condition, Sold by Book Forest rated 4.0 out of 5 stars, ships from San Rafael, CA, UNITED STATES, published 2006 by CRC Press.
Add this copy of Introduction to Stochastic Processes to cart. $85.12, good condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2006 by CRC Press.
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Good. Glued binding. Paper over boards. 248 p. Contains: Unspecified, Illustrations, black & white. Chapman & Hall/CRC Probability. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.
