**Probability Theory and Stochastic Processes with Applications**

by Oliver Knill

**Publisher**: Overseas Press 2009**ISBN/ASIN**: 8189938401**ISBN-13**: 9788189938406**Number of pages**: 382

**Description**:

This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, Vlasov dynamics, multi-dimensional moment problems, random maps, etc.

Download or read it online for free here:

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