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Introduction to Stochastic Processes
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Introduction to Stochastic Processes Hardcover - 2006 - 2nd Edition

by Gregory F. Lawler


From the publisher

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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Details

  • Title Introduction to Stochastic Processes
  • Author Gregory F. Lawler
  • Binding Hardcover
  • Edition number 2nd
  • Edition 2
  • Pages 248
  • Volumes 1
  • Language ENG
  • Publisher CRC Press, Boca Raton, FL, U.S.A.
  • Date 2006-05-01
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • ISBN 9781584886518 / 158488651X
  • Weight 1.07 lbs (0.49 kg)
  • Dimensions 9.28 x 6.38 x 0.73 in (23.57 x 16.21 x 1.85 cm)
  • Library of Congress subjects Stochastic processes
  • Library of Congress Catalog Number 2006040208
  • Dewey Decimal Code 519.2

Media reviews

Citations

  • Scitech Book News, 09/01/2006, Page 37
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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

by Gregory F. Lawler

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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

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Introduction to Stochastic Processes

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Introduction to Stochastic Processes

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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

by Lawler, Gregory F.

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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

by Lawler, Gregory F

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