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 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 David Blackwell, at al. - IMS
The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.
by Arak M. Mathai, Hans J. Haubold - De Gruyter Open
This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.
by Prasanna Sahoo - University of Louisville
This book is an introduction to probability and mathematical statistics intended for students already having some elementary mathematical background. It is intended for a one-year junior or senior level undergraduate or beginning graduate course.