Probability and stochastics (eBook, 2011) []
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Probability and stochastics

Author: E Çınlar
Publisher: New York : Springer, 2011.
Series: Graduate texts in mathematics, 261.
Edition/Format:   eBook : Document : EnglishView all editions and formats
This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. ¡ The first four chapters are on probability theory: measure  Read more...

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Genre/Form: Electronic books
Additional Physical Format: (OCoLC)253217106
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: E Çınlar
ISBN: 9780387878591 0387878599 0387878580 9780387878584
OCLC Number: 710149819
Description: 1 online resource
Contents: Preface --
Measure and Integration --
Probability Spaces --
Convergence --
Conditioning --
Martingales and Stochastics --
Poisson Random Measures --
Levy Processes --
Index --
Series Title: Graduate texts in mathematics, 261.
Responsibility: by Erhan Cinlar.


There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special attention is paid to Poisson random measures and their roles in  Read more...


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From the reviews:"The book is an introduction to the modern theory of probability and stochastic processes. ... the book is higher recommended. It provides new simple proofs of important results on Read more...

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