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Probability and Stochastic Processes (Cód: 9304350)

Florescu,Ionut

Wiley (Digital)

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Descrição

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications

With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes.

Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes:

Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts
An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

Características

Produto sob encomenda Sim
Marca Wiley (Digital)
Cód. Barras 9781118593134
Início da Venda 10/03/2016
Territorialidade Internacional
Formato Livro Digital Epub
Gratuito Não
Proteção Drm Sim
Número da edição 1
Idioma 337
Código do Formato Epub
Ano da Publicação 114
Peso 0.00 Kg
AutorFlorescu,Ionut

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Probability and Stochastic Processes (Cód: 9304350) Probability and Stochastic Processes (Cód: 9304350)
R$ 176,79
Probability and Stochastic Processes (Cód: 9304350) Probability and Stochastic Processes (Cód: 9304350)
R$ 176,79