内容简介

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.

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豆瓣评论

  • 节外生枝
    至今看到的最好读且易吸收的一本随机分析的书。。。但是太单薄了2021-12-04
  • C.y
    入门级好书,学术论文时,此书要小心使用2011-04-08

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