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Martingales and Markov chains: solved exercises and elements of theory
CONDITIONAL EXPECTATIONSIntroductionDefinition and First PropertiesConditional Expectations and Conditional LawsExercisesSolutionsSTOCHASTIC PROCESSESGeneral FactsStopping TimesExercisesSolutionsMARTINGALESFirst DefinitionsFirst PropertiesThe Stopping TheoremMaximal InequalitiesSquare Integral Marti...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
CRC Press
2002
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2720297 |