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Zdzislaw Brzezniak Tomasz Zastawniak
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دانلود کتاب Basic stochastic processes: a course through exercises
by Zdzislaw Brzezniak, Tomasz Zastawniak|
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عنوان فارسی: فرآیندهای اساسی تصادفی : یک دوره از طریق تمرینات |
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جزییات کتاب
This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and It? Stochastic Processes.
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