Zdzislaw Brzezniak: 1 book

Book cover of Basic Stochastic Processes

Basic Stochastic Processes

A Course Through Exercises

by Zdzislaw Brzezniak, Tomasz Zastawniak
Language: English
Release Date: December 6, 2012

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.
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