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Basic Stochastic Processes: A Cours..., Zastawniak, Tom
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eBay item number:276836241406
Item specifics
- Condition
- Book Title
- Basic Stochastic Processes: A Course Through Exercises (Spring...
- ISBN
- 3540761756
- EAN
- 9783540761754
- Release Title
- Basic Stochastic Processes: A Course Through Exercises (Spring...
- Artist
- Zastawniak, Tomasz
- Brand
- N/A
- Colour
- N/A
About this product
Product Identifiers
Publisher
Springer London, The Limited
ISBN-10
3540761756
ISBN-13
9783540761754
eBay Product ID (ePID)
825567
Product Key Features
Number of Pages
X, 226 Pages
Publication Name
Basic Stochastic Processes : a Course Through Exercises
Language
English
Publication Year
1998
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Astronomy
Type
Textbook
Subject Area
Mathematics, Science
Series
Springer Undergraduate Mathematics Ser.
Format
Trade Paperback
Dimensions
Item Height
0.3 in
Item Weight
30 Oz
Item Length
9.3 in
Item Width
7 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
98-007021
Dewey Edition
21
Reviews
This book fulfils its aim of providing good and interesting material for advanced undergraduate study. The Times Higher Education Supplement This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systems www.quantnotes.com, This book fulfils its aim of providing good and interesting material for advanced undergraduate study. The Times Higher Education Supplement This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systems www.quantnotes.com , This book fulfils its aim of providing good and interesting material for advanced undergraduate study.The Times Higher Education SupplementThis is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systemswww.quantnotes.com
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.2
Table Of Content
1. Review of Probability.- 1.1 Events and Probability.- 1.2 Random Variables.- 1.3 Conditional Probability and Independence.- 1.4 Solutions.- 2. Conditional Expectation.- 2.1 Conditioning on an Event.- 2.2 Conditioning on a Discrete Random Variable.- 2.3 Conditioning on an Arbitrary Random Variable.- 2.4 Conditioning on a ?-Field.- 2.5 General Properties.- 2.6 Various Exercises on Conditional Expectation.- 2.7 Solutions.- 3. Martingales in Discrete.- 3.1 Sequences of Random Variables.- 3.2 Filtrations.- 3.3 Martingales.- 3.4 Games of Chance.- 3.5 Stopping Times.- 3.6 Optional Stopping Theorem.- 3.7 Solutions.- 4. Martingale Inequalities and Convergence.- 4.1 Doob's Martingale Inequalities.- 4.2 Doob's Martingale Convergence Theorem.- 4.3 Uniform Integrability and L1 Convergence of Martingales.- 4.4 Solutions.- 5. Markov Chains.- 5.1 First Examples and Definitions.- 5.2 Classification of States.- 5.3 Long-Time Behaviour of Markov Chains: General Case.- 5.4 Long-Time Behaviour of MarkovChains with Finite State Space.- 5.5 Solutions.- 6. Stochastic Processes in Continuous Time.- 6.1 General Notions.- 6.2 Poisson Process.- 6.3 Brownian Motion.- 6.4 Solutions.- 7. Itô Stochastic Calculus.- 7.1 Itô Stochastic Integral: Definition.- 7.2 Examples.- 7.3 Properties of the Stochastic Integral.- 7.4 Stochastic Differential and Itô Formula.- 7.5 Stochastic Differential Equations.- 7.6 Solutions.
Synopsis
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 prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus. This covers limits, series, the notion of continuity, differentiation and the Riemann integral. Familiarity with the Lebesgue integral would be a bonus. A certain level of fundamental mathematical experience, such as elementary set theory, is assumed implicitly. Throughout the book the exposition is interlaced with numerous exercises, which form an integral part of the course. Complete solutions are provided at the end of each chapter. Also, each exercise is accompanied by a hint to guide the reader in an informal manner. This feature willbe particularly useful for self-study and may be of help in tutorials. It also presents a challenge for the lecturer to involve the students as active participants in the course., 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 prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus. This covers limits, series, the notion of continuity, differentiation and the Riemann integral. Familiarity with the Lebesgue integral would be a bonus. A certain level of fundamental mathematical experience, such as elementary set theory, is assumed implicitly. Throughout the book the exposition is interlaced with numerous exercises, which form an integral part of the course. Complete solutions are provided at the end of each chapter. Also, each exercise is accompanied by a hint to guide the reader in an informal manner. This feature will be particularly useful for self-study and may be of help in tutorials. It also presents a challenge for the lecturer to involve the students as active participants in the course., Stochastic processes is a tool widely used by statisticians and researchers working, for example, in the mathematics of finance. This is an introductory text that has a strong emphasis on exercises, complete with informal hints and fully-worked solutions.
LC Classification Number
QA273.A1-274.9
Item description from the seller
Seller feedback (309,118)
- d***0 (438)- Feedback left by buyer.Past 6 monthsVerified purchaseItem bought: Ocean Ramsey Shark book * Item value for the money 5/5 * Condition matching as advertised 5/5 * Quickly dispatched 5/5 * Arrived on time 5/5 * Shipping cost for this type of item 5/5 * Packaging quality for this item 5/5 * Seller recommendation 5/5 * Communication: NA (not needed as it arrived on time) * Comments: Ty for your business!!Full Color Version WHAT YOU SHOULD KN..., Ramsey, Ocean (#317091156240)
- o***a (54)- Feedback left by buyer.Past monthVerified purchaseI thought I was ordering a paper back, especially considering the price was only around $10. I'm not sure if they shipped a hard cover by mistake. But I am more than happy to accept it. The description wasn't clear on what it was. So this could very well have been the intended item. I was not very impressed with their customer service at all. It took them days to respond and they didn't seem to care about the delay in shipping. I might purchase again, but I would be cautious as it was delayed.
- r***1 (180)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book was exactly as described and arrived quickly. The only problem is a recurring one with this seller and other similar sellers - the book is poorly packaged in a plastic envelope and gets heavily bumped in shipping. I would like to see the books wrapped before shipment, but I understand this can't be done for cost reason. Luckily it isn't an expensive book, and I will continue to purchase basic books from this seller. A+++++
Seller feedback (309,118)
- d***0 (438)- Feedback left by buyer.Past 6 monthsVerified purchaseItem bought: Ocean Ramsey Shark book * Item value for the money 5/5 * Condition matching as advertised 5/5 * Quickly dispatched 5/5 * Arrived on time 5/5 * Shipping cost for this type of item 5/5 * Packaging quality for this item 5/5 * Seller recommendation 5/5 * Communication: NA (not needed as it arrived on time) * Comments: Ty for your business!!Full Color Version WHAT YOU SHOULD KN..., Ramsey, Ocean (#317091156240)
- o***a (54)- Feedback left by buyer.Past monthVerified purchaseI thought I was ordering a paper back, especially considering the price was only around $10. I'm not sure if they shipped a hard cover by mistake. But I am more than happy to accept it. The description wasn't clear on what it was. So this could very well have been the intended item. I was not very impressed with their customer service at all. It took them days to respond and they didn't seem to care about the delay in shipping. I might purchase again, but I would be cautious as it was delayed.
- r***1 (180)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book was exactly as described and arrived quickly. The only problem is a recurring one with this seller and other similar sellers - the book is poorly packaged in a plastic envelope and gets heavily bumped in shipping. I would like to see the books wrapped before shipment, but I understand this can't be done for cost reason. Luckily it isn't an expensive book, and I will continue to purchase basic books from this seller. A+++++