Basic Stochastic Processes
Author | : Zdzislaw Brzezniak |
Publisher | : Springer Science & Business Media |
Total Pages | : 244 |
Release | : 2000-07-26 |
ISBN-10 | : 3540761756 |
ISBN-13 | : 9783540761754 |
Rating | : 4/5 (56 Downloads) |
Download or read book Basic Stochastic Processes written by Zdzislaw Brzezniak and published by Springer Science & Business Media. This book was released on 2000-07-26 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.