Logo

Almost None of the Theory of Stochastic Processes

Small book cover: Almost None of the Theory of Stochastic Processes

Almost None of the Theory of Stochastic Processes
by

Publisher: Carnegie Mellon University
Number of pages: 347

Description:
This is intended to be a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will be re-studying stochastic processes within the framework of measure-theoretic probability.

Home page url

Download or read it online for free here:
Download link
(3.8MB, PDF)

Similar books

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.
(9622 views)
Book cover: Recent Progress on the Random Conductance ModelRecent Progress on the Random Conductance Model
by - arXiv
Recent progress on understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the environment.
(4895 views)
Book cover: Advanced Topics in ProbabilityAdvanced Topics in Probability
by - New York University
Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.
(5363 views)
Book cover: Introduction to ProbabilityIntroduction to Probability
by - BookBoon
In this book you will find the basic mathematics of probability theory that is needed by engineers and university students. Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.
(6024 views)