Stochastic Processes pdf epub mobi txt 電子書下載2025

簡體網頁||繁體網頁

☆☆☆☆☆

Richard Bass

Board of Trustees Distinguished Professor

Department of Mathematics

University of Connecticut

出版者:Cambridge University Press

作者:Richard F. Bass

出品人:

頁數:406

译者:

出版時間:2011-11-28

價格:USD 75.00

裝幀:Hardcover

isbn號碼:9781107008007

叢書系列:Cambridge Series in Statistical and Probabilistic Mathematics

圖書標籤:

數學
Mathematics
隨機過程
隨機分析
Stochastics
Stochastic
Statistics
Processes

下載連結在頁面底部

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 複製連結

想要找書就要到圖書目錄大全

book.wenda123.org

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

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.

具體描述

讀後感

評分☆☆☆☆☆

用戶評價

评分☆☆☆☆☆

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……

评分☆☆☆☆☆

不過這本的封麵設計顔色什麼很美耶。

评分☆☆☆☆☆

不過這本的封麵設計顔色什麼很美耶。

评分☆☆☆☆☆