Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series)
- Springer (1998年11月25日発売)
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Amazon.co.jp ・洋書 (236ページ) / ISBN・EAN: 9783540761754
作品紹介・あらすじ
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.
