Basic Stochastic Processes Corrected Edition

4.3 out of 5 stars 23 ratings
ISBN-13: 978-3540761754
ISBN-10: 3540761756
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Editorial 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


Product details

  • Item Weight : 1.87 pounds
  • Paperback : 200 pages
  • ISBN-10 : 3540761756
  • ISBN-13 : 978-3540761754
  • Product Dimensions : 7.01 x 0.54 x 9.25 inches
  • Publisher : Springer; Corrected Edition (September 6, 2000)
  • Language: : English
  • Customer Reviews:
    4.3 out of 5 stars 23 ratings
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