{"product_id":"probability-and-stochastics-hardcover","title":"Probability and Stochastics - Hardcover","description":"\u003cp\u003eby \u003cb\u003eErhan Çınlar\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003eThe first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.\u003c\/p\u003e\u003cp\u003eSpecial attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. \u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003eThe book is based on the author's lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003eErhan Cinlar has received many awards for excellence in teaching, including the President's Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003eThe first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.\u003c\/p\u003e\u003cp\u003eSpecial attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. \u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003eThe book is based on the author's lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003eErhan Çinlar has received many awards for excellence in teaching, including the President's Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.\u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 558\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.5 x 9.3 x 6.4 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e February 25, 2011\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":51751554908448,"sku":"9780387878584","price":129.58,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0974\/9764\/5344\/files\/4492500d4f72ef1dd9fd785d42e97562.webp?v=1779975761","url":"https:\/\/ebocreations.com\/products\/probability-and-stochastics-hardcover","provider":"The E-Book Oasis LLC","version":"1.0","type":"link"}