Brzezniak, Zdzislaw; Zastawniak, Tomasz <br/><br/>
Basic stochastic processes : a course through exercises 

 - Berlin  Springer Verlag  1999 
 - X+225 p.  22 cm ; Pbk 
<br/><br/>1. Review of probability --<br/>2. Conditional expectation --<br/>3. Martingles in discrete time --<br/>4. Martingale inequalities and convergence --<br/>5. Markov chains --<br/>6. Stochastic processes in continuous time --<br/>7. Ito Stocahstic calculus. 
<br/><br/> 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 
<br/><br/><label>ISBN: </label>81-8128-327-9 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic processes<br/>Stochastische processen<br/>Processos estocasticos