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- catalog abstract "This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Itô Stochastic Processes.".
- catalog contributor b11947365.
- catalog contributor b11947366.
- catalog created "c1999.".
- catalog date "1999".
- catalog date "c1999.".
- catalog dateCopyrighted "c1999.".
- catalog description "Includes bibliographical references and index.".
- catalog description "Preliminaries -- Stochastic Processes: case studies -- Markov Chains -- Spectral Theory of Stationary Processes -- Renewal Theory -- Martingales -- Itô Stochastic Processes.".
- catalog description "This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Itô Stochastic Processes.".
- catalog extent "x, 225 p. :".
- catalog identifier "3540761756 (Berlin : pbk. : acid-free paper)".
- catalog isPartOf "Springer undergraduate mathematics series".
- catalog issued "1999".
- catalog issued "c1999.".
- catalog language "eng".
- catalog publisher "London ; New York : Springer,".
- catalog subject "519.2 21".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Mathematics.".
- catalog subject "QA274 .B78 1999".
- catalog subject "Stochastic processes.".
- catalog tableOfContents "Preliminaries -- Stochastic Processes: case studies -- Markov Chains -- Spectral Theory of Stationary Processes -- Renewal Theory -- Martingales -- Itô Stochastic Processes.".
- catalog title "Basic stochastic processes : a course through exercises / Zdzisław Brzeźniak and Tomasz Zastawniak.".
- catalog type "text".