Introduction to Stochastic Processes

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus.

Acesta este un manual esential pentru studentii seniori de licenta si absolventi de statistica, procese stocastice, finante stocastice si teoria probabilitatii. Se discuta in detaliu conceptele de procese stocastice, atat procese Markov, cat si non-Markov, precum si calculul stocastic.