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Books, Free Shipping, Basic Stochastic Processes

Posted at: Offers to Sell and Export | Posted on: Mon 19 Jul, 2010 8:43 am | Product Category: Reference books [3760]
books shipping basic stochastic processes
Products Photos CatalogBooks Shipping Basic Photos Catalog

Product Description:


1. Review of Probability

 1.1 Events and Probability


Random Variables

 1.3 Conditional Probability and Independence

 1.4 Solutions

2. Conditional Expectation

 2.1 Conditioning on an Event

 2.2 Conditioning on a Discrete Random Variable

 2.3 Conditioning on an Arbitrary Random Variable

 2.4 Conditioning on a a-Field

 2.5 General Properties

 2.5 Various Exercises on Conditional Expectation

 2.7 Solutions

3 Martingales in Discrete Time

 3.1 SequencesofRandomVariables

 3.2 Filtrations

 3.3 Martingales

 3.4 Games or Uhance

 3.5 StoppingTimes

 3.5 Optional Stopping Theorem

 3.7 Solutions

4 Martingale Inequalities and Convergence

 4.1 Doob's Martingale Inequalities


5. Markov Chains

6. Stochastic Processes in Continuous Time

7. It5 Stochastic Calculus


Product Details

Author Zdzislaw Brzezniak

Publisher Tsinghua University Press

Isbn 7302214867, 9787302214861

Published November 2009

Pages 225

Size 16K

Edition First

Format Paperback

Language English

Page material gelatine plate paper

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