Stochastic Processes 2024 pdf epub mobi 電子書 下載

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Stochastic Processes pdf epub mobi 著者簡介

Richard Bass

Board of Trustees Distinguished Professor

Department of Mathematics

University of Connecticut

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Stochastic Processes pdf epub mobi 圖書描述

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.

Stochastic Processes 2024 pdf epub mobi 電子書 下載

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Stochastic Processes pdf epub mobi 圖書目錄

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發表於2024-06-02

Stochastic Processes 2024 pdf epub mobi 電子書 下載

Stochastic Processes 2024 pdf epub mobi 電子書 下載

Stochastic Processes 2024 pdf epub mobi 電子書 下載

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圖書標籤: 數學  Mathematics  隨機過程  隨機分析  Stochastics  Stochastic  Statistics  Processes   

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Stochastic Processes 2024 pdf epub mobi 電子書 下載

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