Introduction to Stochastic Processes

by Gregory F. Lawler

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...

• Format: Hardcover
• Language: English
• ISBN: 158488651X
• ISBN13: 9781584886518
• Release Date: May 2006
• Publisher: CRC Press
• Length: 248 Pages
• Weight: 1.06 lbs.
• Dimensions: 0.7" x 6.4" x 9.3"