{"product_id":"9783540761754-basic-stochastic-processes-a-course-thr","title":"Basic Stochastic Processes","description":"\u003cmeta content=\"text\/html; charset=utf-8\" http-equiv=\"Content-Type\"\u003e\u003cp\u003e\u003cspan\u003eA Course Through Exercises\u003cbr\u003eThis book has been designed for a final year undergraduate course in stochastic processes. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers.\u003cbr\u003eThis book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Ito Stochastic Processes.\u003cbr\u003e\u003cbr\u003e\u003c\/span\u003e\u003c\/p\u003e","brand":"Rarewaves","offers":[{"title":"Default Title","offer_id":40946053677153,"sku":"9783540761754","price":20.28,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0092\/7504\/8033\/files\/orig_27986583.jpg?v=1722242693","url":"https:\/\/www.rarewaves.com\/products\/9783540761754-basic-stochastic-processes-a-course-thr","provider":"Rarewaves.com","version":"1.0","type":"link"}