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Probability and Stochastics

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Çınlar, Erhan (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:Graduate Texts in Mathematics, 261
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preface
  • Measure and Integration
  • Probability Spaces
  • Convergence
  • Conditioning
  • Martingales and Stochastics
  • Poisson Random Measures
  • Levy Processes
  • Index
  • Bibliography.