Description
| Product ID: | 9783540761754 |
| Product Form: | Paperback / softback |
| Country of Manufacture: | GB |
| Series: | Springer Undergraduate Mathematics Series |
| Title: | Basic Stochastic Processes |
| Subtitle: | A Course Through Exercises |
| Authors: | Author: Tomasz Zastawniak, Zdzislaw Brzezniak |
| Page Count: | 226 |
| Subjects: | Probability and statistics, Probability & statistics, Stochastics, Stochastics |
| Description: | This book has been designed for a final year undergraduate course in stochastic processes. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. 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. |
| Imprint Name: | Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Publisher Name: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Country of Publication: | GB |
| Publishing Date: | 1998-10-16 |