Gregory F. Lawler
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Introduction to Stochastic ProcessesGregory F. LawlerISBN:9781584886518Publisher:Chapman & HallPublication Date:2006Binding:HardcoverSynopsis: Focusing on mathematical ideas rather than proofs, Introduction to Stochastic Processes provides access to important foundations of random variables. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov theory, an introduction to the Feynman-Kac formula, and an exposition on the Black/Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and self similarity in the chapter on Brownian motion. It remains an ideal reference for professional mathematicians and statisticians as well as students. More About this Book | View All Listings | View Collectible Listings Other editions: Softcover - 2008, Softcover - 1999, Softcover - 1996, Softcover - 1996, Hardcover - 1995, 1991, Hardcover - 1991 |
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