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Basic stochastic processes : a course through exercises / Zdzisław Brzeźniak and Tomasz Zastawniak.

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Author/Creator:
Brzezniak, Z.
Language:
English.
Publication date:
1999
Imprint:
London : Springer, c1999.
Format:
  • Book
  • x, 225 p. : ill. ; 24 cm.
Bibliography:
Includes bibliographical references and index.
Contents:
  • Preliminaries.- Stochastic Processes: case studies.- Markov Chains.- Spectral Theory of Stationary Processes.- Renewal Theory.- Martingales.- Ito Stochastic Processes.
  • (source: Nielsen Book Data)
Publisher's 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 Ito Stochastic Processes.
(source: Nielsen Book Data)
Contributor:
Zastawniak, Tomasz, 1959-
Series:
Springer undergraduate mathematics series.
Subjects:
ISBN:
3540761756
9783540761754

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