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Stochastic Processes by David Nualart
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Stochastic Processes
by David Nualart
Publisher: Universitat de Barcelona 2003
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.