{
"item_title" : "Introduction to Stochastic Processes",
"item_author" : [" Gregory F. Lawler "],
"item_description" : "Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and self similarity in the chapter on Brownian motion. It remains an ideal reference for professional mathematicians and statisticians as well as students.",
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Introduction to Stochastic Processes
Overview
Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and self similarity in the chapter on Brownian motion. It remains an ideal reference for professional mathematicians and statisticians as well as students.
This item is Non-Returnable
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Details
- ISBN-13: 9781584886518
- ISBN-10: 158488651X
- Publisher: CRC Press
- Publish Date: May 2006
- Dimensions: 9.28 x 6.38 x 0.73 inches
- Shipping Weight: 1.07 pounds
- Page Count: 248
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