【预订】Essentials of Stochastic Processes 9780821838983 美国库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9780821838983 Author 作者 Kiyosi Ito Format 版本 精装 Pages Number 页数 171页 Publisher 出版社 American Mathematical Society (AMS) Publication Date 出版日期 2006-06-27 Language 语种 英语 Book Contents 内容简介 This book is an English translation of Kiyosi It ’s monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Lévy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes. With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theo
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Product Details 基本信息 ISBN-13 书号 9783319833316 Format 版本 平装-胶订 Publisher 出版社 Springer Publication Date 出版日期 2018-04-22 Language 语种 英语
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【预订】Essentials of Stochastic Processes 9783319456133 美国库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9783319456133 Author 作者 Durrett Format 版本 精装 Pages Number 页数 275页 Publisher 出版社 Springer International Publishing Publication Date 出版日期 2016-11-17 Shipping Weight 商品重量 596g Language 语种 英语 Book Contents 内容简介 Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experienc
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海外直订Essentials of Stochastic Processes 随机过程的本质
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正版 随机过程基础 第2/二版中文版 杜雷特著 机械工业出版社Essentials of Stochastic Proc
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