Basic Stochastic Processes

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Basic Stochastic Processes

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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

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 2012-12-06 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.

Basic Stochastic Processes

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Author : Reza Iranpour
language : en
Publisher: MacMillan Publishing Company
Release Date : 1988

Basic Stochastic Processes written by Reza Iranpour and has been published by MacMillan Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Mathematics categories.

Basic Stochastic Processes

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Author : Pierre Devolder
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-31

Basic Stochastic Processes written by Pierre Devolder and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-31 with Mathematics categories.

This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented. The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.

Basic Stochastic Processes A Course Through Exercises

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Author : Brzezniak
language : en
Publisher:
Release Date : 2005-01-01

Basic Stochastic Processes A Course Through Exercises written by Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Sustainable development categories.

In Indian context.

Basic Stochastic Processes

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Author : Z. Brzezniak
language : en
Publisher:
Release Date : 1999

Basic Stochastic Processes written by Z. Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Processos estocasticos categories.

Stochastic Processes Basic Theory And Its Applications

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Author : Narahari U Prabhu
language : en
Publisher: World Scientific Publishing Company
Release Date : 2007-10-02

Stochastic Processes Basic Theory And Its Applications written by Narahari U Prabhu and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-02 with Mathematics categories.

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

Basic Stochastic Process

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Author : Pierre Devolder
language : en
Publisher:
Release Date : 2015-07-01

Basic Stochastic Process written by Pierre Devolder and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-01 with categories.

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.

Introduction To Stochastic Processes Using R

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Author : Sivaprasad Madhira
language : en
Publisher: Springer
Release Date : 2023-11-17

Introduction To Stochastic Processes Using R written by Sivaprasad Madhira and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-17 with Business & Economics categories.

This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic processes followed by the thorough discussion on Markov chains, which is the simplest and the most important class of stochastic processes. The book then elaborates the theory of Markov chains in detail including classification of states, the first passage distribution, the concept of periodicity and the limiting behaviour of a Markov chain in terms of associated stationary and long run distributions. The book first illustrates the theory for some typical Markov chains, such as random walk, gambler's ruin problem, Ehrenfest model and Bienayme-Galton-Watson branching process; and then extends the discussion when time parameter is continuous. It presents some important examples of a continuous time Markov chain, which include Poisson process, birth process, death process, birth and death processes and their variations. These processes play a fundamental role in the theory and applications in queuing and inventory models, population growth, epidemiology and engineering systems. The book studies in detail the Poisson process, which is the most frequently applied stochastic process in a variety of fields, with its extension to a renewal process. The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance. It covers its few extensions and variations, such as Brownian bridge, geometric Brownian motion process, which have applications in finance, stock markets, inventory etc. The book is designed primarily to serve as a textbook for a one semester introductory course in stochastic processes, in a post-graduate program, such as Statistics, Mathematics, Data Science and Finance. It can also be used for relevant courses in other disciplines. Additionally, it provides sufficient background material for studying inference in stochastic processes. The book thus fulfils the need of a concise but clear and student-friendly introduction to various types of stochastic processes.

Basic Stochastic Processes

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Author : Zdzislaw Brzezniak
language : en
Publisher:
Release Date : 1998-10-01

Basic Stochastic Processes written by Zdzislaw Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-01 with categories.