Probability and Stochastic Processes : Work Examples /
Pons,Odile.
Probability and Stochastic Processes : Work Examples / Odile Pons. - Singapore : World Scientific Publishing Pte. Ltd, 2020. - ix, 249 p. :
Contents Preface 1. Probability Measures and Spaces 2. Probability distributions 3. Generating function and discrete distributions 4. Laplace transform and characteristic function 5. Continuous distributions 6. Empirical processes and weak convergence 7. Discrete martingales and stopping times 8. Time-continuous martingales 9. Jump process 10. Continuous processes
9780000989253
Jump process , Continuous processes, Time-continuous martingales, Discrete martingales and stopping times
519.2 / PON
Probability and Stochastic Processes : Work Examples / Odile Pons. - Singapore : World Scientific Publishing Pte. Ltd, 2020. - ix, 249 p. :
Contents Preface 1. Probability Measures and Spaces 2. Probability distributions 3. Generating function and discrete distributions 4. Laplace transform and characteristic function 5. Continuous distributions 6. Empirical processes and weak convergence 7. Discrete martingales and stopping times 8. Time-continuous martingales 9. Jump process 10. Continuous processes
9780000989253
Jump process , Continuous processes, Time-continuous martingales, Discrete martingales and stopping times
519.2 / PON