STOCHASTIC PROCESSES AND CALCULUS : AN ELEMENTARY INTRODUCTION WITH APPLICATIONS (SPRINGER TEXTS IN BUSINESS AND ECONOMICS)

Hassler, Uwe

ISBN 10: 3319234277 / ISBN 13: 9783319234274

Verlag: Springer, Cham, 2016

Beschreibung

Octavo, xviii, 391 pages. In Very Good condition. Spine is red and orange with white print. Boards inn glossy red and orange paper with white print. Light bump to spine head. ISSN 2192-4333. 1371394. FP New Rockville Stock. Bestandsnummer des Verkäufers 1371394

Bibliografische Details

Titel: STOCHASTIC PROCESSES AND CALCULUS : AN ...

Verlag: Springer, Cham

Erscheinungsdatum: 2016

Einband: Hardcover

Über diesen Titel

Críticas:

“The book is quite readable and can be used as a textbook for the application of mathematical theory in the area of econometrics. Also, a mathematician might benefit from an intuitive exposition of some different and specific types of integration appearing in the theory of stochastic processes. The book might then serve as starting point for a more detailed study of the mathematical foundation of the topics presented.” (Ludger Overback, Mathematical Reviews, October, 2016)

“The book covers both discrete and continuous time stochastic processes, and it is of course in the second area where mathematical intricacies abound. ... All this is very much up to date and provides a most useful introduction to modern time series methods for anybody wishing to understand the mechanics without having to dig too deep into the mathematical foundations.” (Walter Krämer, Statistics Papers, Vol. 57, 2016)

“The construction of this book is based on the author experience of 15 years of teaching stochastic processes and calculus. ... book is therefore a very successful work on the task of providing the largest number of readers an introduction to stochastic processes and calculus simultaneously accessible and rigorous, with a wide exemplification of applications in various fields. Very important for readers in the fields of mathematics, finance and econometrics and also in biology, engineering or physics, but not only.” (Prof. Dr. Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (2), 2016)