Logo

Stochastic Processes by David Nualart

Small book cover: Stochastic Processes

Stochastic Processes
by

Publisher: Universitat de Barcelona
Number of pages: 148

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.

Home page url

Download or read it online for free here:
Download link
(550KB, PDF)

Similar books

Book cover: A Treatise on ProbabilityA Treatise on Probability
by - Macmillan and co
From the table of contents: Fundamental ideas - The Meaning of Probability, The Measurement of Probabilities; Fundamental theorems; Induction and analogy; Some philosophical applications of probability; The foundations of statistical inference, etc.
(7970 views)
Book cover: Random Walks and Electric NetworksRandom Walks and Electric Networks
by - Dartmouth College
In this work we will look at the interplay of physics and mathematics in terms of an example where the mathematics involved is at the college level. The example is the relation between elementary electric network theory and random walks.
(1555 views)
Book cover: Basic Probability TheoryBasic Probability Theory
by - 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.
(9481 views)
Book cover: Probability TheoryProbability Theory
by - Harvard University
Contents: The Sample Space; Elements of Combinatorial Analysis; Random Walks; Combinations of Events; Conditional Probability; The Binomial and Poisson Distributions; Normal Approximation; Unlimited Sequences of Bernoulli Trials; etc.
(5616 views)