Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Theory of Stochastic Processes by Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko, Springer New York
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Author: Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko ISBN: 9780387878621
Publisher: Springer New York Publication: July 10, 2010
Imprint: Springer Language: English
Author: Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
ISBN: 9780387878621
Publisher: Springer New York
Publication: July 10, 2010
Imprint: Springer
Language: English

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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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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