Probability and Stochastic Processes : Work Examples / Odile Pons.
Material type: TextLanguage: English Publication details: Singapore : World Scientific Publishing Pte. Ltd, 2020.Description: ix, 249 pISBN:- 9780000989253
- 23 519.2 PON
Item type | Current library | Collection | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
General Books | CUTN Central Library General Stacks | Non-fiction | 519.2 PON (Browse shelf(Opens below)) | Available | 46902 |
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
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