Math Problems Vault
β
Favorites
Support the project
All textbooks
/
Probability Theory and Mathematical Statistics Course (MIPT FPMI)
Book 3
Foundations of the Theory of Stochastic Processes
[
100
/
88%
]
M. E. Zhukovskiy, I. V. Rodionov, D. A. Shabanov
On this page
3.1 · Basic Concepts of the Theory of Stochastic Processes
3.2 · Galton-Watson Branching Processes
3.3 · Processes with Independent Increments. The Poisson Process
3.4 · Gaussian Processes. The Wiener Process
3.5 · Markov Times
3.6 · Martingales
3.7 · Markov Processes
3.8 · Discrete-Time Markov Chains
3.9 · Continuous-Time Markov Chains
3.10 · Linear Transformations in the Space
L
2
L^2
L
2
3.11 · Stationary Stochastic Processes
3.12 · Spectral Representation
3.13 · Elements of Itô Stochastic Calculus
Chapter 3.1
Basic Concepts of the Theory of Stochastic Processes
[
7
/
57%
]
Chapter 3.2
Galton-Watson Branching Processes
[
8
/
88%
]
Chapter 3.3
Processes with Independent Increments. The Poisson Process
[
8
/
75%
]
Chapter 3.4
Gaussian Processes. The Wiener Process
[
9
/
89%
]
Chapter 3.5
Markov Times
[
9
/
78%
]
Chapter 3.6
Martingales
[
8
/
88%
]
Chapter 3.7
Markov Processes
[
7
/
100%
]
Chapter 3.8
Discrete-Time Markov Chains
[
7
/
100%
]
Chapter 3.9
Continuous-Time Markov Chains
[
7
/
100%
]
Chapter 3.10
Linear Transformations in the Space
L
2
L^2
L
2
[
7
/
86%
]
Chapter 3.11
Stationary Stochastic Processes
[
7
/
100%
]
Chapter 3.12
Spectral Representation
[
8
/
100%
]
Chapter 3.13
Elements of Itô Stochastic Calculus
[
8
/
88%
]