Basic stochastic processes : a course through exercises / Zdzisław Brzeźniak and Tomasz Zastawniak.
Material type:
TextSeries: Springer undergraduate mathematics seriesPublication details: London ; New York : Springer, c1999.Description: x, 225 p. : ill. ; 24 cmISBN: - 3540761756 (Berlin : pbk. : acidfree paper)
- QA274 .B78
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Methodist University Library Main General Stacks | Reference | QA274 .B78 (Browse shelf(Opens below)) | Available | 36402 |
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| QA273 .N76 Solution book to a first course in probability theory / | QA273 .R83 A first course in probability / | QA274 .B48 Elements of applied stochastic processes / | QA274 .B78 Basic stochastic processes : | QA274 .L38 Introduction to stochastic processes / | QA274 .Of6 Applied stochastic processes / | QA276 .B6846 Understandable statistics |
Includes index
Chapter 1. Review of Probability
Chapter 2. Conditional Expectations
Chapter 3. Martingales in Discrete Time
Chapter 4. Martingale Inequalities and Convergence
Chapter 5. Markov Chains
Chapter 6. Stochastic Processes in Continuous Time
Chapter 7. Ito Stochastic Calculus
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