tailieunhanh - 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, for example, in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which is essential as a tool for stochastic processes. Although the book is a final year text, the authors have chosen to use exercises as the main means of explanation for the various topics, hence the course has a strong self-study element. The authors have concentrated on major topics within stochastic analysis: martingales in discrete time and their convergence,. | Springer Undergraduate Mathematics Series Springer London Berlin Heidelberg New York Barcelona Hong Kong Milan Paris Singapore . Iiiiiliininii Ivisory Board jfessor . Cameron Queen Mary and Westfield College . Chaplain University of Dundee K. Erdmann Oxford University jfessor . Rogers University of Bath E. Still Oxford University ifessor . Toland University of Bath her books in this series ic Linear Algebra . Blyth and . Robertson 3-540-76122-5 ments of Logic via Numbers and Sets . Johnson 3-540-76123-3 dtivariate Calculus and Geometry s. Dineen 3-540-76176-4 mentary Number Theory . Jones and . Jones 3-540-76197-7 ctor Calculus . Matthews 3-540-76180-2 roductory Mathematics Algebra and Analysis G. Smith 3-540-76178-0 roductory Mathematics Applications and Methods . Marshall 3-540-76179-9 jups Rings and Fields . Wallace 3-540-76177-2 iasure Integral and Probability M. Capinksi and E. Kopp 3-540-76260-4 I i i H 2 7 4- ư Zdzislaw Brzezniak and Tomasz Zastawniak Basic Stochastic Processes A Course Through Exercises With 21 Figures .