TY  - BOOK
AU  - Brzezniak, Zdzislaw; Zastawniak, Tomasz
TI  - Basic stochastic processes : a course through exercises
SN  - 81-8128-327-9
PY  - 1999///
CY  - Berlin
PB  - Springer Verlag
KW  - Stochastic processes
KW  - Stochastische processen
KW  - Processos estocasticos
N1  - 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
N2  - 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
ER  -