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- Author: Dmytro Gusak
- Pages: 376
- Language: English
- ISBN/ASIN: 387878610
- ISBN13: 9780387878614
- Upload date: 14-12-2016, 10:48
- Category: Mathematics

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.

The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.

The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.

This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.

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Stochastic World (Mathematical Engineering) Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations (Texts in Applied Mathematics) Stochastic Processes (Series in Statistical and Probabilistic Mathematics) Stochastic Processes - Inference Theory (Springer Monographs in Mathematics) Stochastic Population and Epidemic Models: Persistence and Extinction (Mathematical Biosciences Institute Lecture Series) Stochastic Flows and Stochastic Differential Equations Stochastic Calculus: Applications in Science and Engineering Stochastic Calculus and Applications, 2nd edition Probability Theory: An Advanced Course Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers Probability and Stochastic Processes Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE Modern Stochastics and Applications (Springer Optimization and Its Applications) Modern Problems in Insurance Mathematics Introduction to the Theory of Random Processes (Dover Books on Mathematics) Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs) Financial Mathematics: A Comprehensive Treatment Elements of Random Walk and Diffusion Processes Basic Stochastic Processes (Mathematics and Statistics) Basic Stochastic Processes An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine, 2nd ed. Stochastic Processes and Calculus: An Elementary Introduction with Applications Financial Mathematics: Theory and Problems for Multi-period Models Stochastic Processes: From Physics to Finance

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