Stochastic Processes pdf epub mobi txt 電子書下載 2024

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Richard F. Bass

Cambridge University Press

2011-11-28

406

USD 75.00

Hardcover

Cambridge Series in Statistical and Probabilistic Mathematics

9781107008007

圖書標籤: 數學 Mathematics 隨機過程隨機分析 Stochastics Stochastic Statistics Processes

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发表于2024-05-18

Stochastic Processes epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Stochastic Processes pdf epub mobi txt 電子書下載 2024

圖書描述

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black-Scholes formula for the pricing of derivatives in financial mathematics, the Kalman-Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.

Stochastic Processes 下載 mobi epub pdf txt 電子書

著者簡介

Richard Bass

Board of Trustees Distinguished Professor

Department of Mathematics

University of Connecticut

圖書目錄

Stochastic Processes pdf epub mobi txt 電子書下載

想要找書就要到小哈圖書下載中心

qciss.net

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

用戶評價

評分☆☆☆☆☆

Bass齣的隨機過程，是他一貫的風格——非常簡明，很少背景的闡述，證明也不拖泥帶水，如果對stochastic有一定瞭解的人看會非常有效率。去年沒齣版時給我們試講來著，不過聽到後一半我已經totally lost瞭。這學期又有一個人用這本書，看在他還在preface裏thank瞭我的份兒上買瞭一本。//這書拿齣來很多次瞭，可都沒看下去。和bass性格真的不閤，不然找他當老闆可能就沒這麼多事瞭……

評分☆☆☆☆☆

不過這本的封麵設計顔色什麼很美耶。

評分☆☆☆☆☆

不過這本的封麵設計顔色什麼很美耶。