Probability and Stochastic Processes
Ionut Florescu
A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications
With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes.
Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. ... Read more
- Multiple examples from disciplines such as business, mathematical finance, and engineering
- Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material
- A rigorous treatment of all probability and stochastic processes concepts
An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance. Show Less
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