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BASIC STOCHASTIC PROCESSESBRZEZNIAK Z., ZASTAWNIAK T.wydawnictwo: SPRINGER, 2000, wydanie IIIcena netto: Basic Stochastic ProcessesA Course Through ExerciseBrzezniak, Z., University of Hull, UK; Zastawniak, T., University of Hull, UK 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 Itô Stochastic Processes. Księgarnia nie działa. Nie odpowiadamy na pytania i nie realizujemy zamówien. Do odwolania !. |
