Lectures on Stochastic Analysis
by Thomas G. Kurtz
Publisher: University of Wisconsin 2007
Number of pages: 119
The course will introduce stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson random measures, stochastic differential equations for general Markov processes, change of measure, and applications to finance, filtering and control. The intention has been to state the theorems correctly with all hypotheses, but no attempt has been made to include detailed proofs.
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by Hossein Pishro-Nik - Kappa Research, LLC
This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, sciences, finance, and other fields. It provides a clear and intuitive approach to these topics.
by Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
by Luc Devroye - Springer
The book on small field on the crossroads of statistics, operations research and computer science. The applications of random number generators are wide and varied. The study of non-uniform random variates is precisely the subject area of the book.
by Cosma Rohilla Shalizi
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Markov Processes, Continuous-Time Processes).