Stochastic Analysis in Problems, part 1 (in Russian)

Autor:	Buzun, Nazar, Gasnikov, Alexander, Goncharov, Fedor, Gorbachev, Oleg, Guz, Sergey, Krymova, Ekaterina, Natan, Andrey, Chernousova, Elena
Rok vydání:	2015
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	This book contains a large number of exercises related to different stochastic disciplines. Difficulty of the problems varies from the basic level in the first chapter up to the analysis of articles in Probability, Statistics and Computer Science. Range of the given exercises covers most of the significant classical results of the area including techniques that arise in modern stochastic disciplines. The book is recommended for the course "Stochastic Analysis in problems" which is held by the Department of Mathematical Foundations of Control in Moscow Institute of Physics and Technology. Content of the book may be used for practical classes, exams and for self-education reasons in various stochastic disciplines. Comment: 211 pages, Russian language
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1508.03461 Zobrazit plný text záznamu View this record from Arxiv