Imagen 1 de 1

Foto genérica

Essentials of Stochastic Processes - 9783319456133 - Imagen 1 de 1

Essentials of Stochastic Processes by Richard Durrett (Hardcover, 2016)

Sé el primero enescribir una opinión.

BOOKS etc. (456172)
99,2% de votos positivos

Precio:

GBP 77,49

Aproximadamente89,97 EUR

+ GBP 12,03 de envío

Entrega prevista: lun. 27 may. - mié. 29 may.

Devoluciones:

60 días para devoluciones. El comprador paga el envío de la devolución.

Estado:

Nuevo

ISBN-13: 9783319456133, 978-3319456133. Essentials of Stochastic Processes. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding.

Ver todos los detalles

Acerca de este artículo

Product Information

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

Product Identifiers

Publisher
Springer International Publishing A&G
ISBN-13
9783319456133
eBay Product ID (ePID)
225811510

Product Key Features

Subject Area
Data Analysis
Author
Richard Durrett
Publication Name
Essentials of Stochastic Processes
Format
Hardcover
Language
English
Subject
Economics, Government, Mathematics, Management
Publication Year
2016
Type
Textbook
Number of Pages
275 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
5561g

Additional Product Features

Title_Author
Richard Durrett
Series Title
Springer Texts in Statistics
Country/Region of Manufacture
Switzerland

Comprar por categoría

Imagen 1 de 1

Essentials of Stochastic Processes by Richard Durrett (Hardcover, 2016)

Acerca de este artículo

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

También te pueden interesar

Libros infantiles y juveniles Richard Scarry

Cómics de año de publicación 2016

Cómics y novelas gráficas americanos de año de publicación 2016