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 de licenta si masterat din anul terminal, care studiaza statistica, procese stocastice, finante stocastice si teoria probabilitatilor. Trateaza in detaliu conceptele de procese stocastice, atat procese Markov, cat si non-Markov, precum si calcul stocastic.