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Stochastic Processes in Science, Engineering and Finance

Stochastic Processes in Science, Engineering and Finance

3671511
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Описание
Stochastic Processes in Science, Engineering, and Finance emphasizes applications in various fields. This book features numerous worked examples to represent the subject in a comprehensible, user-friendly way. It includes a self-contained review of probility-theoretic topics and provides a large number of exercises with solutions as well as important proofs and theoretically challenging examples for the mathematically interested reader. The text makes an ideal reference for senior undergraduate andraduate students in stochastic processes, practitioners, and researchers in mathematical finance, operations, industrial engineering, electrical engineering, and actuarial science.