Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics) - Softcover

Buch 17 von 76: Problem Books in Mathematics

Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey

 
9781461425069: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
Softcover
ISBN 10: 1461425069 ISBN 13: 9781461425069
Verlag: Springer, 2012

Inhaltsangabe

Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

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This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.

The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.

The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.

This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.

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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
1461425069
ISBN 13 
9781461425069
Einband
Tapa blanda
Anzahl der Seiten
388
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Weitere beliebte Ausgaben desselben Titels

9780387878614: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

Vorgestellte Ausgabe

ISBN 10:  0387878610 ISBN 13:  9780387878614
Verlag: Springer, 2009
Hardcover