Basic Stochastic Processes

  • Springer
  • 2020
  • 0
  • English
  • Udgave er ikke defineret
  • 9781447105336
0

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.