Stochastic Processes

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...

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)...

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...

*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...

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...

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?...

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...

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented...

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...

Introduction to Probability Models, Twelfth Edition, is the latest version of Sheldon Ross's classic bestseller. This trusted book introduces the reader to elementary probability modelling and stochastic processes and shows how probability theory can be...

The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To...

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...

Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provides a comprehensive, user-friendly introduction to the subject. The step-by-step approach taken by the...

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)...

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...

Environmental Data Analysis with MatLab is a new edition that expands fundamentally on the original with an expanded tutorial approach, new crib sheets, and problem sets providing a clear learning path for students and researchers working to analyze real...

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...

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that...

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,...

A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from...

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact...

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...

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...

Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the...

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...

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)...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780984422197Author Vladimir Ilich PiterbargFormat PaperbackImprint Atlantic Financial PressPublisher Atlantic Financial PressWeight(grams) 263g