Basic Stochastic Processes

Basic Stochastic Processes
Author: Zdzislaw Brzezniak
Publisher: Springer Science & Business Media
Total Pages: 244
Release: 2012-12-06
Genre: Mathematics
ISBN: 1447105338
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Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study 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. The book centers on exercises as the main means of explanation.


Basic Stochastic Processes
Language: en
Pages: 244

Basic Stochastic Processes

Authors: Zdzislaw Brzezniak
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed
Basic Stochastic Processes
Language: en
Pages: 244

Basic Stochastic Processes

Authors: Zdzislaw Brzezniak
Categories: Mathematics
Type: BOOK - Published: 2000-07-26 - Publisher: Springer Science & Business Media

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Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed
Basics of Applied Stochastic Processes
Language: en
Pages: 452

Basics of Applied Stochastic Processes

Authors: Richard Serfozo
Categories: Mathematics
Type: BOOK - Published: 2009-01-24 - Publisher: Springer Science & Business Media

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Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Marko
Basic Stochastic Processes
Language: en
Pages: 326

Basic Stochastic Processes

Authors: Pierre Devolder
Categories: Mathematics
Type: BOOK - Published: 2015-08-31 - Publisher: John Wiley & Sons

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This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From t
Essentials of Stochastic Processes
Language: en
Pages: 282

Essentials of Stochastic Processes

Authors: Richard Durrett
Categories: Mathematics
Type: BOOK - Published: 2016-11-07 - Publisher: Springer

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f