Probability and Stochastics

• Κύριος συγγραφέας: Çinlar, Erhan (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2011.
• Σειρά: Graduate Texts in Mathematics, 261
• Θέματα: Mathematics.; Measure theory.; Probabilities.; Probability Theory and Stochastic Processes.; Measure and Integration.

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...

Πίνακας περιεχομένων:

• Preface
• Measure and Integration
• Probability Spaces
• Convergence
• Conditioning
• Martingales and Stochastics
• Poisson Random Measures
• Levy Processes
• Index
• Bibliography.