Stochastic Analysis in Problems, part 1 (in Russian)

Nazar Buzun; Alexander Gasnikov; Fedor Goncharov; Oleg Gorbachev; Sergey Guz; Ekaterina Krymova; Andrey Natan; Elena Chernousova

arXiv · 1508.03461

Stochastic Analysis in Problems, part 1 (in Russian)

Nazar Buzun·Alexander Gasnikov·Fedor Goncharov·Oleg Gorbachev·Sergey Guz·Ekaterina Krymova·Andrey Natan·Elena Chernousova

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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.

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Nazar Buzun, Alexander Gasnikov, Fedor Goncharov, Oleg Gorbachev, Sergey Guz, Ekaterina Krymova, Andrey Natan, Elena Chernousova. 2015-08-14. Stochastic Analysis in Problems, part 1 (in Russian). https://arxiv.org/abs/1508.03461

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