Introduction to Stochastic Processes, 9789819761517
Hardcover
Master probability, stochastic processes, and finance with this essential guide.
New In

Introduction to Stochastic Processes

queues, finance, and credit risk

$175.99

  • Hardcover

    574 pages

  • Release Date

    4 July 2025

Check Delivery Options

Summary

Mastering Stochastic Processes: A Comprehensive Guide

This essential textbook is designed for senior undergraduate and graduate students studying statistics, stochastic processes, stochastic finance, and probability theory. It provides a thorough grounding in the notations of probability theory and stochastic processes, helping students overcome initial learning challenges.

The book comprehensively discusses both Markov and non-Markov processes, as well as stochastic calculu…

Book Details

ISBN-13:9789819761517
ISBN-10:9819761514
Series:University Texts in the Mathematical Sciences
Author:Dharmaraja Selvamuthu
Publisher:Springer Verlag, Singapore
Imprint:Springer Nature
Format:Hardcover
Number of Pages:574
Edition:2024th
Release Date:4 July 2025
Weight:0g
Dimensions:235mm x 155mm
About The Author

Dharmaraja Selvamuthu

Dharmaraja Selvamuthu is Professor at the Department of Mathematics, Indian Institute of Technology Delhi, India. He also served as Head of the Department of Mathematics, Indian Institute of Technology Delhi. He earned his M.Sc. degree in Applied Mathematics at Anna University, Chennai, India, in 1994 and Ph.D. degree in Mathematics from the Indian Institute of Technology Madras, India, in 1999. He has held visiting positions at Duke University, USA; Emory University, USA; University of Calgary, Canada; University of Los Andes, Bogota, Colombia; National University of Colombia, Bogota, Colombia; University of Verona, Italy; Sungkyunkwan University, Suwon, Korea; and Universita Degli Studi di Salerno, Fisciano, Italy. His research interests include applied probability, queueing theory, stochastic modeling, performance analysis of computer and communication systems, and financial mathematics. He has published over 85 research papers in several international journals of repute and over 40 research papers at various international conferences.

Returns

This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.