Basic Stochastic Processes

Basic Stochastic Processes

A Course Through Exercises

by Tomasz Zastawniak, Zdzislaw Brzezniak

226 pages· 2012· ISBN 9781447105336
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About
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.

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