9781584886518

Book Description: Chapman and Hall/CRC, 2006. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # FT-9781584886518

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Book Description: Chapman & Hall, 2006. Hardcover. Book Condition: New. Bookseller Inventory # ST158488651X

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Book Description: Taylor & Francis Ltd. Hardback. Book Condition: new. BRAND NEW, Introduction to Stochastic Processes (2nd Revised edition), Gregory F. Lawler, Emphasizing fundamental mathematical ideas rather than proofs, "Introduction to Stochastic Processes, Second Edition" provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory.For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter. New to the Second Edition: expanded chapter on stochastic integration that introduces modern mathematical finance; introduction of Girsanov transformation and the Feynman-Kac formula; expanded discussion of Ito's formula and the Black-Scholes formula for pricing options; and, new topics such as Doob's maximal inequality and a discussion on self similarity in the chapter on Brownian motion.Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals. Bookseller Inventory # B9781584886518

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Book Description: Taylor Francis Inc, 2006. Hardback. Book Condition: New. 2nd Revised edition. 235 x 156 mm. Brand New Book with Free Worldwide Delivery. Emphasizing fundamental mathematical ideas rather than proofs, "Introduction to Stochastic Processes, Second Edition" provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory.For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter.New to the Second Edition: expanded chapter on stochastic integration that introduces modern mathematical finance; introduction of Girsanov transformation and the Feynman-Kac formula; expanded discussion of Ito's formula and the Black-Scholes formula for pricing options; and, new topics such as Doob's maximal inequality and a discussion on self similarity in the chapter on Brownian motion.Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals. Bookseller Inventory # AA69781584886518

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Book Description: Chapman and Hall/CRC, 2006. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # FT-9781584886518

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Book Description: Taylor Fransis. Book Condition: New. New. Bookseller Inventory # 158488651X

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Book Description: Taylor and Francis(Chapman and Hall/CRC), 2006. Hardback. Book Condition: New. REV Edition Number is 2. 9.252 by 6.142 inches. (248 pages) Emphasizing fundamenta mathematica ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probabiity theory appicabe to probems in many fieds. Assuming that you have a reasonabe eve of computer iteracy, the abiity to write simpe programs, and the access to software for inear agebra computations, the author approaches the probems and theorems with a focus on stochastic processes evoving with time, rather than a particuar emphasis on measure theory. For those acking in exposure to inear differentia and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optima stopping, martingaes, and Brownian motion. The book concudes with a chapter on stochastic integration. The author suppies many basic, genera exampes and provides exercises at the end of each chapter. New to the Second Edition: Expanded chapter on stochastic integration that introduces modern mathematica finance Introduction of Girsanov transformation and the Feynman-Kac formua Expanded discussion of Itô's formua and the Back-Schoes formua for pricing options New topics such as Doob's maxima inequaity and a discussion on sef simiarity in the chapter on Brownian motion Appicabe to the fieds of mathematics, statistics, and engineering as we as computer science, economics, business, bioogica science, psychoogy, and engineering, this concise introduction is an exceent resource both for students and professionas. Preface to Second Edition Preface to First Edition PRELIMINARIES Introduction Linear Differentia Equations Linear Difference Equations Exercises FINITE MARKOV CHAINS Definitions and Exampes Large-Time Behavior and Invariant Probabiity Cassification of States Return Times Transient States Exampes Exercises COUNTABLE MARKOV CHAINS Introduction Recurrence and Transience Positive Recurrence and Nu Recurrence Branching Process Exercises CONTINUOUS-TIME MARKOV CHAINS Poisson Process Finite State Space Birth-and-Death Processes Genera Case Exercises OPTIMAL STOPPING Optima Stopping of Markov Chains Optima Stopping with Cost Optima Stopping with Discounting Exercises MARTINGALES Conditiona Expectation Definition and Exampes Optiona Samping Theorem Uniform Integrabiity Martingae Convergence Theorem Maxima Inequaities Exercises RENEWAL PROCESSES Introduction Renewa Equation Discrete Renewa Processes M/G/1 and G/M/1 Queues Exercises REVERSIBLE MARKOV CHAINS Reversibe Processes Convergence to Equiibrium Markov Chain Agorithms A Criterion for Recurrence Exercises BROWNIAN MOTION Introduction Markov Property Zero Set of Brownian Motion Brownian Motion in Severa Dimensions Recurrence and Transience Fracta Nature of Brownian Motion Scaing Rues Brownian Motion with Drift Exercises STOCHASTIC INTEGRATION Integration with Respect to Random Wak Integration with Respect to Brownian Motion Itô's Formua Extensions if Itô's Formua Continuous Martingaes Girsanov Transformation Feynman-Kac Formua Back-Schoes Formua Simuation Exercises Suggestions for Further Reading Index Edition REV Edition Number is 2 (Hardback). Bookseller Inventory # AG158488651X

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Book Description: Book Condition: New. Bookseller Inventory # 4031583-n

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Book Description: Taylor and Francis Inc, 2006. Hardback. Book Condition: New. New book. Shipped from UK. Bookseller Inventory # GB-9781584886518

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Book Description: Taylor and Francis Inc Country = UNITED STATES, 2006. Hardback. Book Condition: New. 2 Rev ed. 248 pages. Emphasizing fundamental mathematical ideas rather than proofs, this book provides access to important foundations of probability theory applicable to problems in many fields. It also discusses Markov chains, optimal stopping, martingales, and Brownian motion. 13 black and white illustrations Edition 2 Rev ed (Hardback). Bookseller Inventory # AB158488651X

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