{"product_id":"introduction-to-stochastic-processes-gregory-f-lawler-9781584886518","title":"Introduction to Stochastic Processes","description":"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 self similarity in the chapter on Brownian motion. It remains an ideal reference for professional mathematicians and statisticians as well as students.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Gregory F. Lawler\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 158488651X\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781584886518\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/01\/2006\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 248\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.07lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.28h x 6.38w x 0.73d\u003cbr\u003e\u003cbr\u003e\u003cb\u003eReview Citation(s): \u003c\/b\u003e\u003cbr\u003e\u003ci\u003eScitech Book News\u003c\/i\u003e 09\/01\/2006 pg. 37","brand":"Gregory F. Lawler","offers":[{"title":"Hardcover","offer_id":44068660642047,"sku":"9781584886518","price":125.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_8354f049-44ce-4e68-8379-50868fe9cdb4.jpg?v=1685420288","url":"https:\/\/www.whiterainbookhouse.com\/products\/introduction-to-stochastic-processes-gregory-f-lawler-9781584886518","provider":"WR Book House","version":"1.0","type":"link"}