Stoshastic Processes & Stochastic Integration by Marcus Pivato
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About this book :-
Stoshastic Processes & Stochastic Integration written by
Marcus Pivato
It is not intended to be read in a linear fashion. Instead, this document is divided into small, semi indepenet "modules" of text. Rather than being arranged in a linear order, these modules are arranged in loose heirarchy of "logical dependency", modules dealing with more advanced topics often depend upon the reader's knowledge of material covered in certain previous modules. When such relationships of logical dependency exist, they will be explicity indicated in the list of prerequisites which appear at the beginning of each module.
Book Detail :-
Title: Stoshastic Processes & Stochastic Integration
Edition:
Author(s): Marcus Pivato
Publisher:
Series:
Year: 1999
Pages: 154
Type: PDF
Language: English
ISBN:
Country: Canada
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About Author :-
The author Marcus Pivato is B.Sc. in Mathematics, University of Alberta (1994) and Ph.D. in Mathematics, University of Toronto (2001).
He is Professeur, Universit´e de Cergy-Pontoise, UFR d’Economie et Gestion. He is Member of THEMA, Editorial Board for Journal of Cellular Automata (Formerly Associate Professor, Dept. of Mathematics, Trent University). His research field is social choice theory, social welfare, decision theory and game theory.
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Book Contents :-
Stoshastic Processes & Stochastic Integration written by
Marcus Pivato
cover the following topics.
Preface
I-Stochastic Processes
1. Introduction to Stochastic Processes
2. Discerete time Stochastic Processes
3. Contnuous Time Stochastic Processes
4. Stochastic Integration
Bibliography
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