Basic stochastic processes : a course through exercises
Brzezniak, Zdzislaw; Zastawniak, Tomasz
Basic stochastic processes : a course through exercises - Berlin Springer Verlag 1999 - X+225 p. 22 cm ; Pbk
1. Review of probability --
2. Conditional expectation --
3. Martingles in discrete time --
4. Martingale inequalities and convergence --
5. Markov chains --
6. Stochastic processes in continuous time --
7. Ito Stocahstic calculus.
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes
81-8128-327-9
Stochastic processes
Stochastische processen
Processos estocasticos
Basic stochastic processes : a course through exercises - Berlin Springer Verlag 1999 - X+225 p. 22 cm ; Pbk
1. Review of probability --
2. Conditional expectation --
3. Martingles in discrete time --
4. Martingale inequalities and convergence --
5. Markov chains --
6. Stochastic processes in continuous time --
7. Ito Stocahstic calculus.
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes
81-8128-327-9
Stochastic processes
Stochastische processen
Processos estocasticos