Stochastic Processes

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780805071344Author David SalsburgFormat PaperbackPage Count 352Imprint Holt PaperbackPublisher Henry Holt & Company IncWeight(grams) 334gDimensions(mm)...

Now that people are aware that data can make the difference in an election or a business model, data science as an occupation is gaining ground. But how can you get started working in a wide-ranging, interdisciplinary field that's so clouded in hype?...

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications. Concentrating on the...

Updated to conform to Mathematica (R) 7.0, Introduction to Probability with Mathematica (R), Second Edition continues to show students how to easily create simulations from templates and solve problems using Mathematica. It provides a real understanding...

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle...

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability...

This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both...

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US BL To provide a thorough...

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an...

This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the...

Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models...

This rigorous introduction to network science presents random graphs as models for real-world networks. Such networks have distinctive empirical properties and a wealth of new models have emerged to capture them. Classroom tested for over ten years, this...

Probability and Statistical Inference: From Basic Principles to Advanced Models covers aspects of probability, distribution theory, and inference that are fundamental to a proper understanding of data analysis and statistical modelling. It presents these...

This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main...

Mathematics is beautiful--and it can be fun and exciting as well as practical. Good Math is your guide to some of the most intriguing topics from two thousand years of mathematics: from Egyptian fractions to Turing machines; from the real meaning of...

Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathematics...

*Textbook and Academic Authors Association (TAA) McGuffey Longevity Award Winner, 2024* A trusted market leader for four decades, Sheldon Ross's Introduction to Probability Models offers a comprehensive foundation of this key subject with applications...

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced...

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes...

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the...

This book is an easy-to-understand guide to modeling productivity and efficiency using modern statistical tools. It introduces readers to the fundamentals of stochastic frontier analysis (SFA) and gradually takes them to the forefront of academic...

Introduction to Probability, Second Edition, discusses probability theory in a mathematically rigorous, yet accessible way. This one-semester basic probability textbook explains important concepts of probability while providing useful exercises and...

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk...

Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781948255929Author Origins PublicationsFormat PaperbackPage Count 100Imprint Origins PublicationsPublisher Origins PublicationsWeight(grams)...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780486497976Author Cinlar CinlarFormat PaperbackPage Count 416Imprint Dover Publications Inc.Publisher Dover Publications Inc.Weight(grams)...

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is...

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets,...

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk...

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large...

These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the...

Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an...

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or...

Based on lectures in Erevan, this exposition of ergodic theory contains a rich collection of examples well chosen to introduce the reader to the main themes of the subject. Topics discussed include existence of invariant measures, geodesic flows on...

This book discusses various problems in stochastic Processes, Control Theory, Electromagnetics, Classical and Quantum Field Theory & Quantum Stochastics. The problems are chosen to motivate the interested reader to learn more about these subjects from...

Introduction to Probability and Statistics for Engineers and Scientists, Sixth Edition, uniquely emphasizes how probability informs statistical problems, thus helping readers develop an intuitive understanding of the statistical procedures commonly used...

Introduction to Stochastic Level Crossing Techniques describes stochastic models and their analysis using the System Point Level Crossing method (abbreviated SPLC or LC). This involves deriving probability density functions (pdfs) or cumulative...

Environmental Data Analysis with MATLAB, Third Edition, is a new edition that expands fundamentally on the original with an expanded tutorial approach, more clear organization, new crib sheets, and problem sets providing a clear learning path for...

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been...

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical...