{"product_id":"theory-of-stochastic-processes-dmytro-gusak-9780387878614","title":"Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory","description":"Definition of stochastic process. Cylinder #x03C3;-algebra, finite-dimensional distributions, the Kolmogorov theorem.- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions.- Trajectories. Modifications. Filtrations.- Continuity. Differentiability. Integrability.- Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures.- Gaussian processes.- Martingales and related processes in discrete and continuous time. Stopping times.- Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values.- Prediction and interpolation.- Markov chains: Discrete and continuous time.- Renewal theory. Queueing theory.- Markov and diffusion processes.- It#x00F4; stochastic integral. It#x00F4; formula. Tanaka formula.- Stochastic differential equations.- Optimal stopping of random sequences and processes.- Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems.- Statistics of stochastic processes.- Stochastic processes in financial mathematics (discrete time).- Stochastic processes in financial mathematics (continuous time).- Basic functionals of the risk theory.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Dmytro Gusak, Alexander Kukush, Alexey Kulik\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0387878610\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780387878614\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/04\/2009\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 376\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.70lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 1.00d","brand":"Dmytro Gusak","offers":[{"title":"Hardcover","offer_id":44919640752383,"sku":"9780387878614","price":54.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_03394698-1bfe-4852-9739-bee2fafbeedf.jpg?v=1710359067","url":"https:\/\/www.whiterainbookhouse.com\/products\/theory-of-stochastic-processes-dmytro-gusak-9780387878614","provider":"WR Book House","version":"1.0","type":"link"}