Basic Stochastic Processes

Download or read book Basic Stochastic Processes written by Zdzislaw Brzezniak and published by Springer Science & Business Media. This book was released on 2000-07-26 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.