**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

**Probability Course**

by

**Gian-Carlo Rota**-

**David Ellerman**

In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.

(

**6718**views)

**Mathematical Foundations of Probability Theory**

by

**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.

(

**5387**views)

**A Probability Course for the Actuaries**

by

**Marcel B. Finan**-

**Arkansas Tech University**

This manuscript will help students prepare for the Probability Exam, the examination administered by the Society of Actuaries. This examination tests a student's knowledge of the fundamental probability tools for quantitatively assessing risk.

(

**11954**views)

**Lectures on Random Polymers**

by

**F. Caravenna, F. den Hollander, N. Petrelis**-

**arXiv**

These lecture notes are a guided tour through the fascinating world of polymer chains interacting with themselves and/or with their environment. The focus is on the mathematical description of a number of physical and chemical phenomena.

(

**11435**views)