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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2011.
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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.