[share_ebook] Basic Stochastic Processes

Product Details

• Paperback: 200 pages
• Publisher: Springer; Corrected edition (September 6, 2000)
• Language: English
• ISBN-10: 3540761756
• ISBN-13: 978-3540761754

Product Description
This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Itô Stochastic Processes.