Tabla de Contenidos:
  • Springer Undergraduate Mathematics Series; Basic Stochastic Processes; Copyright; Preface; Contents; 1 Review of Probability; 2 Conditional Expectation; 3 Martingales in Discrete Time; 4 Martingale Inequalities and Convergence; 5 Markov Chains; 6 Stochastic Processes in Continuous Time; 7 Itô Stochastic Calculus; Index.