Basic Stochastic Processes - A Course Through Exercises - Tomasz Zastawniak - Paperback Bog - Springer-Verlag Berlin and Heidelberg GmbH & Co. KG -

Description

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.