Overview
- Informal hints and fully worked solutions accompanying the exercises
- Strong emphasis on self-study
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Undergraduate Mathematics Series (SUMS)
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Table of contents (7 chapters)
Keywords
About this book
Reviews
This book fulfils its aim of providing good and interesting material for advanced undergraduate study.
The Times Higher Education Supplement
This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systems
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Authors and Affiliations
Bibliographic Information
Book Title: Basic Stochastic Processes
Book Subtitle: A Course Through Exercises
Authors: Zdzisław Brzeźniak, Tomasz Zastawniak
Series Title: Springer Undergraduate Mathematics Series
DOI: https://doi.org/10.1007/978-1-4471-0533-6
Publisher: Springer London
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag London 1999
Softcover ISBN: 978-3-540-76175-4Published: 16 October 1998
eBook ISBN: 978-1-4471-0533-6Published: 06 December 2012
Series ISSN: 1615-2085
Series E-ISSN: 2197-4144
Edition Number: 1
Number of Pages: X, 226
Topics: Probability Theory and Stochastic Processes, Astronomy, Observations and Techniques