[下载] Applied Stochastic Processes

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我推荐的这本：应用随机过程， 可以作为金融工程金融数学的粉丝们
学习随机过程的入门书。该书被列为Springer丛书：Universitext 中的一本。
其实在论坛里该书有电子版下载，我觉得收费太贵。我本人也是昂贵收费的
受害者。曾经为了一本F.Black的传记付费50论坛币。
我原则上收点“搬运费”， 根据搬运成本， 收费<=10论坛币。



Mario Lefebvre, Applied Stochastic Processes，Universitext,
Springer，  2006.  ISBN-10: 0387341714，  382 Pages。
Applied Stochastic Processes uses a distinctly applied framework topresent the most important topics in the field of stochastic processes.

Key features:
-Presents carefully chosen topics such as Gaussian and Markovianprocesses, Markov chains, Poisson processes, Brownian motion, andqueueing theory
-Examines in detail special diffusion processes, with implications forfinance, various generalizations of Poisson processes, and renewalprocesses
-Serves graduate students in a variety of disciplines such as appliedmathematics, operations research, engineering, finance, and businessadministration
-Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications
-Includes entertaining mini-biographies of mathematicians, giving an enriching historical context
-Covers basic results in probability

Two appendices with statistical tables and solutions to theeven-numbered problems are included at the end. This textbook is forgraduate students in applied mathematics, operations research, andengineering. Pure mathematics students interested in the applicationsof probability and stochastic processes and students in businessadministration will also find this book useful.

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关键词：Stochastic Processes Stochast Process Applied 金融工程 受害者 电子版 搬运 成本

虽然不是这个专业，也收下备用！

我正需要呢。
谢谢。

相当不错的书平

I have collected.

楼主的东西向来很原创。

谢谢分享！！！

求这本书的solution manual。

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