Graduate texts in mathematics - 9783030789374 - random walk, brownian motion, and martingales: 292 di bhattacharya, rabi; waymire, edward c. (16 risultati)
Lingua: Inglese
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Lingua: Inglese
Editore: Springer, 2021
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Hardcover. Condizione: new. Hardcover. This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory…of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the KolmogorovChentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout.Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed. This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Themes span Poisson processes, branching processes, the KolmogorovChentsov theorem, martingales, renewal theory, and Brownian motion. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Springer, 2021
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Editore: Springer, 2021
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and int…uition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov-Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout.Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.
Lingua: Inglese
Editore: SPRINGER, 2021
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Hardcover. Condizione: New Books. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will…be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.
Lingua: Inglese
Editore: Springer Nature Switzerland AG, Cham, 2021
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Hardcover. Condizione: new. Hardcover. This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory…of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the KolmogorovChentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout.Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed. This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Themes span Poisson processes, branching processes, the KolmogorovChentsov theorem, martingales, renewal theory, and Brownian motion. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Springer, 2021
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer, Springer Sep 2021, 2021
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing… context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov-Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout.Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed. 412 pp. Englisch.
Lingua: Inglese
Editore: Springer International Publishing, 2021
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Offers an accessible introduction to the rigorous study of stochastic processesBuilds from simple examples to formal proofs, illuminating key ideas and computationsShowcases a selection of important contemporary appl…ications, including math.
Lingua: Inglese
Editore: Springer, Springer Sep 2021, 2021
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing con…text and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov¿Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theorythroughout.Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 412 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2021
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Buch. Condizione: Neu. Random Walk, Brownian Motion, and Martingales | Rabi Bhattacharya (u. a.) | Buch | Graduate Texts in Mathematics | xv | Englisch | 2021 | Springer | EAN 9783030789374 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | A…nbieter: preigu Print on Demand.
