Basic Stochastic Processes

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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Publisher Springer Science & Business Media
Release Date
ISBN 9783540761754
Pages 244 pages
Rating 4/5 (56 users)