Basic Stochastic Processes A Course Through Exercises
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Basic Stochastic Processes
Author: Zdzislaw Brzezniak
language: en
Publisher: Springer Science & Business Media
Release Date: 2000-07-26
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.