Stochastic Processes
by David Nualart
Publisher: The University of Kansas 2017
Number of pages: 82
Description:
From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.
Download or read it online for free here:
Download link
(500KB, PDF)
Similar books
Lectures on Integrable Probabilityby Alexei Borodin, Vadim Gorin - arXiv
Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
(6912 views)
Probability, Random Processes, and Ergodic Propertiesby Robert M. Gray - Springer
A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.
(12785 views)
Mathematical Foundations of Probability Theoryby Gane Samb Lo - arXiv.org
The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and offers a basis towards Statistics Theory.
(4930 views)
Basic Probability Theoryby Robert B. Ash - Dover Publications
This text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduates.
(15357 views)