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Basic Stochastic Process

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Basic Stochastic Processes

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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-07-26

Basic Stochastic Processes written by Zdzislaw Brzezniak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-07-26 with Mathematics categories.

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.

Basic Stochastic Processes

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Author : Pierre Devolder
language : en
Publisher: John Wiley & Sons
Release Date : 2015-08-05

Basic Stochastic Processes written by Pierre Devolder and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-05 with Mathematics categories.

This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented. The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.

Basic Stochastic Processes A Course Through Exercises

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Author : Brzezniak
language : en
Publisher:
Release Date : 2005-01-01

Basic Stochastic Processes A Course Through Exercises written by Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Sustainable development categories.

In Indian context.

Basics Of Applied Stochastic Processes

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Author : Richard Serfozo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-24

Basics Of Applied Stochastic Processes written by Richard Serfozo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-24 with Mathematics categories.

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.

Basic Stochastic Processes

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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Basic Stochastic Processes

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Author : Z. Brzezniak
language : en
Publisher:
Release Date : 1999

Basic Stochastic Processes written by Z. Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Processos estocasticos categories.

Basic Stochastic Processes

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Author : Reza Iranpour
language : en
Publisher: MacMillan Publishing Company
Release Date : 1988

Basic Stochastic Processes written by Reza Iranpour and has been published by MacMillan Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Mathematics categories.

Basic Stochastic Process

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Author : Pierre Devolder
language : en
Publisher:
Release Date : 2015-07-01

Basic Stochastic Process written by Pierre Devolder and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-01 with categories.

Stochastic Processes Basic Theory And Its Applications

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Author : Narahari U Prabhu
language : en
Publisher: World Scientific Publishing Company
Release Date : 2007-10-02

Stochastic Processes Basic Theory And Its Applications written by Narahari U Prabhu and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-02 with Mathematics categories.

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

Basics Of Probability And Stochastic Processes

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Author : Esra Bas
language : en
Publisher: Springer Nature
Release Date : 2019-11-05

Basics Of Probability And Stochastic Processes written by Esra Bas and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-05 with Mathematics categories.

This textbook explores probability and stochastic processes at a level that does not require any prior knowledge except basic calculus. It presents the fundamental concepts in a step-by-step manner, and offers remarks and warnings for deeper insights. The chapters include basic examples, which are revisited as the new concepts are introduced. To aid learning, figures and diagrams are used to help readers grasp the concepts, and the solutions to the exercises and problems. Further, a table format is also used where relevant for better comparison of the ideas and formulae. The first part of the book introduces readers to the essentials of probability, including combinatorial analysis, conditional probability, and discrete and continuous random variable. The second part then covers fundamental stochastic processes, including point, counting, renewal and regenerative processes, the Poisson process, Markov chains, queuing models and reliability theory. Primarily intended for undergraduate engineering students, it is also useful for graduate-level students wanting to refresh their knowledge of the basics of probability and stochastic processes.

Basic Stochastic Process

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