A Course In Stochastic Processes
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A Second Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher: Elsevier
Release Date : 1981-06-29
A Second Course In Stochastic Processes written by Samuel Karlin and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981-06-29 with Mathematics categories.
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
Semimartingales
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Author : Michel Métivier
language : en
Publisher: Walter de Gruyter
Release Date : 2011-06-01
Semimartingales written by Michel Métivier and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-01 with Mathematics categories.
No detailed description available for "Semimartingales".
A First Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher: Academic Press
Release Date : 2012-12-02
A First Course In Stochastic Processes written by Samuel Karlin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-02 with Mathematics categories.
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
A Course In Stochastic Processes
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Author : Denis Bosq
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
A Course In Stochastic Processes written by Denis Bosq and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.
Basic Stochastic Processes
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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-07-26
Basic Stochastic Processes written by Zdzislaw Brzezniak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-07-26 with Mathematics categories.
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
A First Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher:
Release Date : 1985
A First Course In Stochastic Processes written by Samuel Karlin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
A Second Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher:
Release Date : 1981
A Second Course In Stochastic Processes written by Samuel Karlin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with categories.
A First Course In Stochastic Calculus
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Author : Louis-Pierre Arguin
language : en
Publisher: American Mathematical Society
Release Date : 2021-11-22
A First Course In Stochastic Calculus written by Louis-Pierre Arguin and has been published by American Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-11-22 with Mathematics categories.
A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus. Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. Louis-Pierre Arguin's masterly introduction to stochastic calculus seduces the reader with its quietly conversational style; even rigorous proofs seem natural and easy. Full of insights and intuition, reinforced with many examples, numerical projects, and exercises, this book by a prize-winning mathematician and great teacher fully lives up to the author's reputation. I give it my strongest possible recommendation. —Jim Gatheral, Baruch College I happen to be of a different persuasion, about how stochastic processes should be taught to undergraduate and MA students. But I have long been thinking to go against my own grain at some point and try to teach the subject at this level—together with its applications to finance—in one semester. Louis-Pierre Arguin's excellent and artfully designed text will give me the ideal vehicle to do so. —Ioannis Karatzas, Columbia University, New York
A First Course In Stochastic Processes
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Author :
language : en
Publisher:
Release Date : 1975
A First Course In Stochastic Processes written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with categories.
An Advanced Course In Probability And Stochastic Processes
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Author : Dirk P Kroese
language : en
Publisher: CRC Press
Release Date : 2023-12-15
An Advanced Course In Probability And Stochastic Processes written by Dirk P Kroese and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-15 with categories.
An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Fundamental stochastic processes are explored in considerable depth