Stochastic Analysis in Problems, part 1 (in Russian)
Probability
2017-02-03 v3
Abstract
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.
Cite
@article{arxiv.1508.03461,
title = {Stochastic Analysis in Problems, part 1 (in Russian)},
author = {Nazar Buzun and Alexander Gasnikov and Fedor Goncharov and Oleg Gorbachev and Sergey Guz and Ekaterina Krymova and Andrey Natan and Elena Chernousova},
journal= {arXiv preprint arXiv:1508.03461},
year = {2017}
}
Comments
211 pages, Russian language