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Probability Theory and Stochastic Processes with Applications
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Probability Theory and Stochastic Processes with Applications
by Oliver Knill
Publisher: Overseas Press 2009
ISBN/ASIN: 8189938401
ISBN-13: 9788189938406
Number of pages: 382
Description:
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, Vlasov dynamics, multi-dimensional moment problems, random maps, etc.