Basic Stochastic Processes
A Course Through Exercises
(Author) Zdzislaw Brzezniak
Format:
Paperback
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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.
Information
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Format:
Paperback
Number of pages:
None
Language:
en
ISBN:
9783540761754
Publish year:
1998
Publish date:
Oct. 16, 1998