Basic Stochastic Processes - Zdzislaw Brzezniak

Basic Stochastic Processes

Zdzislaw Brzezniak

出版社

Springer

出版时间

2000-07-26

ISBN

9783540761754

评分

★★★★★
书籍介绍
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
用户评论
黎曼积分跟玩儿似的
It's the best one I have ever met.
入门级好书,学术论文时,此书要小心使用
至今看到的最好读且易吸收的一本随机分析的书。。。但是太单薄了
入门友好!
非常不一样的编排,好读
收藏