Автор: J. Michael Steele

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Discrete probability theory and the theory of algorithms have become close partners over the last ten years, though the roots of this partnership go back much longer. The papers in this volume addres …

This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this bo …

Most probability problems involve random variables indexed by space and/or time. These problems almost always have a version in which space and/or time are taken to be discrete. This volume deals wit …