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Stochastic Processes In Science, Engineering, And Finance

Stochastic Processes In Science, Engineering, And Finance

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  • ISBN:9781584884934
  • Editorial: Chapman & Hall Co.
  • Fecha de la edición:
  • Encuadernación:Tapa dura
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:440
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"Stochastic Processes in Science, Engineering, and Finance" emphasizes applications in various fields. This book features numerous worked examples to represent the subject in a comprehensible, user-friendly way. It includes a self-contained review of probability-theoretic topics and provides a large number of exercises with solutions as well as important proofs and theoretically challenging examples for the mathematically interested reader. The text makes an ideal reference for senior undergraduate and graduate students in stochastic processes, practitioners, and researchers in mathematical finance, operations, industrial engineering, electrical engineering, and actuarial science.

Probability Theory. Basics of Stochastic Processes. Random Point Processes. Markov Chains in Discrete Time. Markov Chains in Continuous Time. Martingales. Brownian Motion.

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