Applied Stochastic Processes (Universitext) 2024 pdf epub mobi 电子书

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发表于2024-11-07

Applied Stochastic Processes (Universitext) 2024 pdf epub mobi 电子书

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出版者:Springer

作者:Mario Lefebvre

出品人:

页数:404

译者:

出版时间:2006-12-15

价格:USD 64.95

装帧:Paperback

isbn号码:9780387341712

丛书系列:

图书标签: 数学 stochastic 金融数学统计 processes

Applied Stochastic Processes (Universitext) 2024 pdf epub mobi 电子书图书描述

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

Applied Stochastic Processes (Universitext) 2024 pdf epub mobi 电子书

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