Introduction to Stochastic Processes

Name: Introduction to Stochastic Processes
Brand: Springer Nature Singapore
SKU: 9789819761517
Price: 452.38 RON
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Autor: Selvamuthu, Dharmaraja

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Editura: Springer Nature Singapore

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This is an essential textbook for senior undergraduate and graduate students of statistics, stochast...

Informații despre carte

Autor

Selvamuthu, Dharmaraja

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2024

Pagini

580

EAN

9789819761517

ISBN

9819761514

Enbook ID

46453331

Editura

Springer Nature Singapore

Greutate

1006

Descriere completă

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial challenges during their studies. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus. With a special focus on finance, the book dedicates three chapters to explore the applications of stochastic processes in options, credit risk and insurance.

Organized into sixteen chapters and one appendix, the book takes the readers to a well-organized learning. To fully grasp the intricacies of stochastic processes, students are expected to have a solid grounding in real analysis, linear algebra, and differential equations. Practical examples are emphasized throughout the book, carefully selected from various fields. The exercises at the end of each chapter are designed with the same objective in mind. Stochastic processes play a significant role in various scientific disciplines and real-life applications.

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Introduction to Stochastic Processes

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