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Stochastic Processes in Science, Engineering and Finance - Frank Beichelt

Stochastic Processes in Science, Engineering and Finance

(Autor)

Buch | Hardcover
440 Seiten
2006
Chapman & Hall/CRC (Verlag)
978-1-58488-493-4 (ISBN)
CHF 97,75 inkl. MwSt
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Introduces stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. This book includes exercises that reinforce the concepts and techniques discussed and allow readers to assess their understanding.
This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples. The treatment assumes few prerequisites, requiring only the standard mathematical maturity acquired by undergraduate applied science students. It includes an introductory chapter that summarizes the basic probability theory needed as background. Numerous exercises reinforce the concepts and techniques discussed and allow readers to assess their grasp of the subject. Solutions to most of the exercises are provided in an appendix. While focused primarily on practical aspects, the presentation includes some important proofs along with more challenging examples and exercises for those more theoretically inclined.

Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes.

Probability Theory
Basics of Stochastic Processes
Random Point Processes
Markov Chains in Discrete Time
Markov Chains in Continuous Time
Martingales
Brownian Motion

Erscheint lt. Verlag 22.2.2006
Zusatzinfo 2 Tables, black and white; 56 Illustrations, black and white
Sprache englisch
Maße 156 x 234 mm
Gewicht 748 g
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 1-58488-493-2 / 1584884932
ISBN-13 978-1-58488-493-4 / 9781584884934
Zustand Neuware
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