Verwandte Artikel zu Theory of Stochastic Processes: With Applications to...

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics) - Hardcover

 
9780387878614: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

Inhaltsangabe

Definition of stochastic process. Cylinder #x03C3;-algebra, finite-dimensional distributions, the Kolmogorov theorem.- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions.- Trajectories. Modifications. Filtrations.- Continuity. Differentiability. Integrability.- Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures.- Gaussian processes.- Martingales and related processes in discrete and continuous time. Stopping times.- Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values.- Prediction and interpolation.- Markov chains: Discrete and continuous time.- Renewal theory. Queueing theory.- Markov and diffusion processes.- It#x00F4; stochastic integral. It#x00F4; formula. Tanaka formula.- Stochastic differential equations.- Optimal stopping of random sequences and processes.- Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems.- Statistics of stochastic processes.- Stochastic processes in financial mathematics (discrete time).- Stochastic processes in financial mathematics (continuous time).- Basic functionals of the risk theory.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Von der hinteren Coverseite

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.

The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.

The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.

This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Gratis für den Versand innerhalb von/der Deutschland

Versandziele, Kosten & Dauer

Weitere beliebte Ausgaben desselben Titels

9781461425069: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

Vorgestellte Ausgabe

ISBN 10:  1461425069 ISBN 13:  9781461425069
Verlag: Springer, 2012
Softcover

Suchergebnisse für Theory of Stochastic Processes: With Applications to...

Foto des Verkäufers

Dmytro Gusak
Verlag: Springer New York, 2009
ISBN 10: 0387878610 ISBN 13: 9780387878614
Neu Hardcover

Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland

Verkäuferbewertung 5 von 5 Sternen 5 Sterne, Erfahren Sie mehr über Verkäufer-Bewertungen

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.This book is one of the largest collections of problems in the theoryof stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes. Artikel-Nr. 9780387878614

Verkäufer kontaktieren

Neu kaufen

EUR 58,56
Währung umrechnen
Versand: Gratis
Innerhalb Deutschlands
Versandziele, Kosten & Dauer

Anzahl: 2 verfügbar

In den Warenkorb

Beispielbild für diese ISBN

Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
Verlag: Springer, 2009
ISBN 10: 0387878610 ISBN 13: 9780387878614
Neu Hardcover

Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich

Verkäuferbewertung 5 von 5 Sternen 5 Sterne, Erfahren Sie mehr über Verkäufer-Bewertungen

Zustand: New. In. Artikel-Nr. ria9780387878614_new

Verkäufer kontaktieren

Neu kaufen

EUR 60,37
Währung umrechnen
Versand: EUR 5,74
Von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & Dauer

Anzahl: Mehr als 20 verfügbar

In den Warenkorb