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Verlag: Cambridge University Press (edition 1), 2011
ISBN 10: 110700800XISBN 13: 9781107008007
Anbieter: BooksRun, Philadelphia, PA, USA
Buch
Hardcover. Zustand: Good. 1. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.
Verlag: Cambridge University Press, 2011
ISBN 10: 110700800XISBN 13: 9781107008007
Anbieter: Monster Bookshop, Fleckney, Vereinigtes Königreich
Buch
hardcover. Zustand: New. BRAND NEW ** SUPER FAST SHIPPING FROM UK WAREHOUSE ** 30 DAY MONEY BACK GUARANTEE.
Verlag: Cambridge University Press, 2011
ISBN 10: 110700800XISBN 13: 9781107008007
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black-Scholes formula for the pricing of derivatives in financial mathematics, the Kalman-Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.
Verlag: Cambridge University Press, 2012
ISBN 10: 110700800XISBN 13: 9781107008007
Anbieter: moluna, Greven, Deutschland
Buch
Gebunden. Zustand: New. Comprehensive guide to stochastic processes. Accessible to beginning graduate students and researchers from applied disciplines.This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important app.