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Book
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3 years 2 months ago
An Exploration of Random Processes for Engineers
"From an applications viewpoint, the main reason to study the subject of these notes is to help deal with the complexity of describing random, time-varying functions. A random...
Bruce Hajek

Lecture Notes
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3 years 4 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart
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