£84.34

CRC Press Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

Price data last checked 149 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£84 today · usual range £0–£0 · best ever £12

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 582 days • 582 data points (No recent data available)

Historical
Generating forecast...
£92.37 £3.52 £22.91 £42.29 £61.68 £81.06 £100.45 09 June 2024 01 November 2024 26 March 2025 18 August 2025 11 January 2026

Price Distribution

Price distribution over 582 days • 4 price ranges

Days at Price
Current Price
10 days 10 days 5 days 557 days · current 0 139 279 418 557 £12-28 £28-44 £44-60 £76-92 Days at Price

Price Analysis

Most common range: £76-92 (557 days, 95.7%)

Price range: £12 - £92

Price levels: 4 price ranges over 582 days

Description

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory. For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter. New to the Second Edition: Expanded chapter on stochastic integration that introduces modern mathematical finance Introduction of Girsanov transformation and the Feynman-Kac formula Expanded discussion of Itô's formula and the Black-Scholes formula for pricing options New topics such as Doob's maximal inequality and a discussion on self similarity in the chapter on Brownian motion Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals.

Key Features

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability)

Product_Type: ABIS_BOOK

Brand: CRC Press

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
16 May 2006
Listed Since
21 December 2006

Barcode

No barcode data available

Similar Products You Might Like

Introduction to Stochastic Integration (Modern Birkhäuser Classics)
98% match

Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Birkhauser

£60.16 28 Feb 2026
A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)
98% match

A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)

£60.04 05 Feb 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
98% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£91.48 09 Feb 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
98% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£59.80 08 Mar 2026
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
98% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 16 Feb 2026
Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)
98% match

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Springer

£62.57 23 Jan 2026
An Introduction to Stochastic Modeling
98% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 2026
Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)
98% match

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Springer

£62.68 19 Feb 2026
Stochastic Processes: From Physics to Finance
98% match

Stochastic Processes: From Physics to Finance

Springer

£97.97 15 Feb 2026
Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)
98% match

Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

Princeton University Press

£52.20 26 Feb 2026
Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)
98% match

Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)

Springer

£58.02 13 Apr 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
98% match

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Chapman and Hall/CRC

£140.00 02 Mar 2026
Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)
97% match

Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)

CRC Press

£150.18 22 Jan 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£107.97 12 Feb 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£85.60 10 Feb 2026
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
97% match

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

Springer

£47.45 14 Jan 2026
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
97% match

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£85.40 22 Feb 2026
Stochastic Processes and Models
97% match

Stochastic Processes and Models

Oxford University Press

£57.07 08 Mar 2026
Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)
97% match

Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)

Springer

£50.92 28 Feb 2026
Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)
97% match

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)

Springer

£39.95 12 Jan 2026
Introduction To Stochastic Calculus With Applications (3Rd Edition)
97% match

Introduction To Stochastic Calculus With Applications (3Rd Edition)

Imperial College Press

£41.65 17 Mar 2026
Probability and Stochastic Processes
97% match

Probability and Stochastic Processes

Wiley

£93.59 23 Feb 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
97% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£109.97 13 Jan 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
97% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£99.83 14 Apr 2026