**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.

Download or read it online for free here:

**Download link**

(550KB, PDF)

## Similar books

**Introduction to Probability**

by

**Davar Khoshnevisan, Firas Rassoul-Agha**-

**University of Utah**

This is a first course in undergraduate probability. It covers standard material such as combinatorial problems, random variables, distributions, independence, conditional probability, expected value and moments, law of large numbers, etc.

(

**6494**views)

**The Logic Of Chance**

by

**John Venn**-

**Macmillan And Company**

No mathematical background is necessary for this classic of probability theory. It remains unsurpassed in its clarity, readability, and charm. It commences with physical foundations, examines logical superstructure, and explores various applications.

(

**908**views)

**Introduction to Stochastic Analysis**

by

**Michael Roeckner**-

**Universitaet Bielefeld**

From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.

(

**5494**views)

**Random Walks and Electric Networks**

by

**Peter G. Doyle, J. Laurie Snell**-

**Dartmouth College**

In this work we will look at the interplay of physics and mathematics in terms of an example where the mathematics involved is at the college level. The example is the relation between elementary electric network theory and random walks.

(

**1039**views)