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 Allen B. Downey - Green Tea Press
Think Stats is an introduction to Probability and Statistics for Python programmers. This new book emphasizes simple techniques you can use to explore real data sets and answer interesting statistical questions. Basic skills in Python are assumed.
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
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