Basic Stochastic Processes: A Course Through Exercises By Zdzisław Brzeźniak
English | PDF,EPUB | 1999 | 229 Pages | ISBN : 3540761756 | 18.2 MB
This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus.