Basic Stochastic Processes: A Course Through Exercises

by Tomasz J. Zastawniak and Zdzislaw Brzezniak

Book Overview

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"