Basic stochastic processes : a course through exercises
Material type: TextPublication details: 1999 Springer Verlag BerlinDescription: X+225 p. 22 cm ; PbkISBN:- 81-8128-327-9
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Books | H.T. Parekh Library | GSB Collection | 519.2 BRZ (Browse shelf(Opens below)) | In transit from H.T. Parekh Library to H.T. Parekh Library since 03/09/2024 | 29853 |
Browsing H.T. Parekh Library shelves, Collection: GSB Collection Close shelf browser (Hides shelf browser)
No cover image available | ||||||||
519.2 BHA Stochastic models: analysis & applications | 519.2 BIL Convergence of probability measures | 519.2 BIL Probability and measure | 519.2 BRZ Basic stochastic processes : a course through exercises | 519.2 CAP Probability through problems | 519.2 CAP Probability through problems | 519.2 CAP Probability through problems |
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
There are no comments on this title.