Probability and Stochastics

• Main Author: Çinlar, Erhan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2011.
• Series: Graduate Texts in Mathematics, 261
• Subjects: 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...

Table of Contents:

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