Basic Stochastic Processes: A Course Through Exercises

by Tomasz J. Zastawniak and Zdzislaw Brzezniak

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.

• Format: Paperback
• Language: English
• ISBN: 3540761756
• ISBN13: 9783540761754
• Release Date: October 1998
• Publisher: Springer
• Length: 226 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.6" x 6.7" x 9.1"