Basic Stochastic Processes
- 书名：Basic Stochastic Processes
- 作者： Zdzislaw Brzezniak
- 格式：
- 时间：2024-07-07
- 评分：
- ISBN：9783540761754
内容简介：
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.
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C.y04-08入门级好书，学术论文时，此书要小心使用
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节外生枝12-04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
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