Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and ...
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Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and self similarity in the chapter on Brownian motion. It remains an ideal reference for professional mathematicians and statisticians as well as students.
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Add this copy of Introduction to Stochastic Processes to cart. $25.00, very good condition, Sold by Friends of the TorranceLibrary rated 5.0 out of 5 stars, ships from Torrance, CA, UNITED STATES, published 2006 by CRC Press.
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Very good. No dust jacket. Tight Binding and clean pages. Glued binding. Paper over boards. 248 p. Contains: Unspecified, Illustrations, black & white. Chapman & Hall/CRC Probability. Audience: General/trade. Thank you for supporting the Friends of the Torrance Library.
Add this copy of Introduction to Stochastic Processes to cart. $45.38, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Chapman & Hall.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 500grams, ISBN: 9780412995118.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $47.48, good condition, Sold by BayStateBooks rated 4.0 out of 5 stars, ships from North Smithfield, RI, UNITED STATES, published 1995 by Chapman and Hall/CRC.
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The book is in good condition with all pages and cover intact including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting and there might be a From the library of label. Boxed set packaging shrink wrap or included media like CDs may be missing.
Add this copy of Introduction to Stochastic Processes to cart. $49.90, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1996 by Chapman And Hall/Crc.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 450grams, ISBN: 9780412995118.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $61.77, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by Chapman and Hall/CRC.
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Fair. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $61.77, fair condition, Sold by ClickGoodwill rated 5.0 out of 5 stars, ships from Indianapolis, IN, UNITED STATES, published 2006 by CRC Press.
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Fair. This is a hard cover book: Used-Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media.
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $67.43, good condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2006 by CRC Press.
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Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Add this copy of Introduction to Stochastic Processes (Chapman & Hall to cart. $76.22, new condition, Sold by Book Forest rated 4.0 out of 5 stars, ships from San Rafael, CA, UNITED STATES, published 2006 by CRC Press.