Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

by YuliyaMishura (Author), Dmytro Gusak (Author), Alexander Kukush (Author), Alexey Kulik (Author), Andrey Pilipenko (Author)

• New

  Hardcover
  2009

  $118.25

  Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.