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Cover of Introduction to Stochastic Processes

Introduction to Stochastic Processes

by Gregory F. Lawler

Chapman and Hall/CRC

₹4,245

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9781584886518
ISBN-10
158488651X
Author
Gregory F. Lawler
Condition
New
Subject
Law
See all