Basic stochastic processes : a course through exercises /
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 theor...
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| Format: | eBook |
| Language: | English |
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London ; New York :
Springer,
[1999]
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| Series: | Springer undergraduate mathematics series.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 Itô Stochastic Processes. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (x, 225 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781447105336 (electronic bk.) 1447105338 (electronic bk.) |