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Probability and Stochastic Processes : Work Examples / Odile Pons.

By: Material type: TextTextLanguage: English Publication details: Singapore : World Scientific Publishing Pte. Ltd, 2020.Description: ix, 249 pISBN:
  • 9780000989253
Subject(s): DDC classification:
  • 23 519.2 PON
Contents:
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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Holdings
Item type Current library Collection Call number Status Date due Barcode
General Books 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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