000			01607nam a2200205 a 4500
020			_a9783540761754
020			_a3540761756
082			_a519.2 _bBRZ
100			_aBrzezniak, Zdzislaw
245			_aBasic Stochastic Processes
260			_aLondon: _bSpringer-Verlag, _c1999.
300			_ax, 225 pages : _billustrations ;
490			_aSpringer undergraduate mathematics series.
500			_aIndex
505			_a 1. Review of probability -- 2. Conditional expectation -- 3. Martingles in discrete time -- 4. Martingale inequalities and convergence -- 5. Markov chains -- 6. Stochastic processes in continuous time -- 7. Ito Stocahstic calculus.
520			_a "This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working, for example, in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which is essential as a tool for stochastic processes. Although the book is a final year text, the authors have chosen to use exercises as the main means of explanation for the various topics, hence the course has a strong self-study element. The authors have concentrated on major topics within stochastic analysis: martingales in discrete time and their convergence, Markov chains, stochastic processes in continuous time, with emphasis on the Poisson process and Brownian motion, as well as Ito stochastic calculus including stochastic differential equations."--Jacket.
650			_aStochastic processes.
700			_aZastawniak, Thomaz
942			_cBK
999			_c38439 _d38439