An introduction to random variables, random vectors and stochastic processes

Villanueva Micó, Rafael Jacinto; Jornet Sanz, Marc; Cortés López, Juan Carlos; Calatayud Gregor, Julia

ISBN 10: 849048824X / ISBN 13: 9788490488249

Published by Universitat Politècnica de València, 2019

About this Item

Idioma/Language: Inglés. This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and stochastic differential equations. The approach of the text is fundamentally practical. The theoretical results, including demonstrations of a more constructive nature, are combined with numerous examples and exercises chosen with the aim of instructing in fundamental ideas and interpretations. At the end of each chapter two appendices have been included. The first appendix contains a collection of carefully chosen problems for the reader to work on the main contents of the chapter, and also to study, through the proposed problems, some theoretical extensions that have not been dealt with throughout the corresponding chapter. Therefore, solving these proposed exercises is an excellent opportunity to go beyond the contents developed in each chapter. In the second appendix, we have included the resolution of some exercises using the Mathematicar software. These exercises have been selected just to illustrate how to carry out basic computations *** Nota: Los envíos a España peninsular, Baleares y Canarias se realizan a través de mensajería urgente. No aceptamos pedidos con destino a Ceuta y Melilla.

Seller Inventory # 19188302

Bibliographic Details

• Title: An introduction to random variables, random vectors and stochastic processes
• Publisher: Universitat Politècnica de València
• Publication Date: 2019
• Language: English
• ISBN 10: 849048824X
• ISBN 13: 9788490488249
• Binding: Soft cover
• Condition: New
• Weight: 527 grams
• Seller catalogs:
  • Matemáticas

About this title

Synopsis

This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and stochastic differential equations. The approach of the text is fundamentally practical. The theoretical results, including demonstrations of a more constructive nature, are combined with numerous examples and exercises chosen with the aim of instructing in fundamental ideas and interpretations. At the end of each chapter two appendices have been included. The first appendix contains a collection of carefully chosen problems for the reader to work on the main contents of the chapter, and also to study, through the proposed problems, some theoretical extensions that have not been dealt with throughout the corresponding chapter. Therefore, solving these proposed exercises is an excellent opportunity to go beyond the contents developed in each chapter. In the second appendix, we have included the resolution of some exercises using the Mathematicar software.These exercises have been selected just to illustrate how to carry out basic computations

About the Author

Cortés López, Juan Carlos Licenciado y Doctor en Ciencias Matemáticas. Catedrático de Universidad de Matemática Aplicada de la Universitat Politècnica de València (UPV). Desde hace años imparte docencia en el Grado de Administración y Dirección de Empresas (ADE) de la asignatura Modelos Matemáticos para ADE y es profesor responsable de las asignaturas Modelización y Valoración de Opciones Financieras (Máster en Dirección Financiera y Fiscal de la UPV) y Ecuaciones Diferenciales Aleatorias y Aplicaciones (Máster Interuniversitario en Investigación Matemática UPV-Universitat de València). Su investigación se centra en Ecuaciones Diferenciales Aleatorias y Cuantificación de la Incertidumbre en Modelización Matemática, y la desarrolla en el Instituto de Matemática Multidisciplinar de la UPV, del cual es Subdirector de Investigación. Villanueva Micó, Rafael Jacinto Catedrático de Matemática Aplicada de la Universidad Politècnica de Valéncia (UPV), actualmente imparte docencia en las asignaturas de Modelos Matemáticos para ADE en la Facultad de Administración y Dirección de Empresas. En cuanto a investigación, pertenece al Instituto Universitario de Matemática Multidisciplinar donde investiga en modelos matemáticos para el estudio de la dinámica de transmisión de enfermedades infecciosas.