Your Waterstones card is changing, introducing...
TELL ME MORE
Stochastic Models - Contemporary Mathematics (Paperback)
  • Stochastic Models - Contemporary Mathematics (Paperback)
zoom

Stochastic Models - Contemporary Mathematics (Paperback)

£76.95
Paperback Published: 30/12/2003
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket
The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.

Publisher: American Mathematical Society
ISBN: 9780821834664
Weight: 510 g

You may also be interested in...

Probability and Random Processes
Added to basket
Chaos
Added to basket
£10.99
Paperback
Measurement
Added to basket
£14.95
Paperback
Chaos: A Very Short Introduction
Added to basket
Probability
Added to basket
£26.49
Paperback
In All Likelihood
Added to basket
£36.49
Paperback
Mathematics for Economics and Finance
Added to basket
A First Course in Coding Theory
Added to basket
Linear Algebra
Added to basket
£31.49
Paperback
Mathematical Techniques
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.