eBook - PDF

An Advanced Course in Probability and Stochastic Processes

Name: An Advanced Course in Probability and Stochastic Processes
ISBN: 9781003828655

Dirk P. Kroese,

Zdravko Botev,

384 pages
English
PDF
Available on iOS & Android

eBook - PDF

An Advanced Course in Probability and Stochastic Processes

Dirk P. Kroese,

Zdravko Botev,

About this book

An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, Lévy processes, Markov processes, and Itô processes are presented and explored in considerable depth, showcasing their many interconnections. Special attention is paid to martingales and the Wiener process and their central role in the treatment of stochastic integrals and stochastic calculus. This book includes many exercises, designed to test and challenge the reader and expand their skillset. An Advanced Course in Probability and Stochastic Processes is meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes.

Key Features:

Focus on mathematical understanding
Rigorous and self-contained
Accessible and comprehensive
High-quality illustrations
Includes essential simulation algorithms
Extensive list of exercises and worked-out examples
Elegant and consistent notation

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Yes, you can access An Advanced Course in Probability and Stochastic Processes by Dirk P. Kroese,Zdravko Botev in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.