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Introduction to Stochastic Processes

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Introduction to Stochastic Processes - Lawler, Gregory F
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Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expanded topics such as Doob's maximal inequality in the chapter on martingales and ...

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Introduction to Stochastic Processes 2006, CRC Press, Oxford

ISBN-13: 9781584886518

2nd edition

Hardcover

Introduction to Stochastic Processes 1995, CRC Press, New York, NY

ISBN-13: 9780412995118

Hardcover