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Probability Theory Stochastic Processes Notes JNTU | PTSP Notes JNTU

Probability Theory Stochastic Processes Notes JNTU – PTSP Notes JNTU of Total Chapter

Please find the download links of Probability Theory Stochastic Processes Notes JNTU | PTSP Notes JNTU are listed below:

Link:Complete Chapters

Chapter – 1

Probability, measure and integration,Probability spaces and σ-fields,Random variables and their expectation,Convergence of random variables,Independence, weak convergence and uniform integrability.

Link:Chapter 1

Chapter – 2

Conditional expectation and Hilbert spaces,Conditional expectation: existence and uniqueness,Hilbert spaces,Properties of the conditional expectation,Regular conditional probability.

Link:Chapter 2

Chapter – 3

Stochastic Processes: general theory ,Definition, distribution and versions,Characteristic functions, Gaussian variables and processes,Sample path continuity.

Link:Chapter 3

Chapter – 4

Martingales and stopping times,Discrete time martingales and filtrations,Continuous time martingales and right continuous filtrations.Stopping times and the optional stopping theorem,Martingale representations and inequalities , Martingale convergence theorems,Branching processes: extinction probabilities.

Link:Chapter 4

Chapter – 5

The Brownian motion,Brownian motion: definition and construction,The reflection principle and Brownian hitting times,Smoothness and variation of the Brownian sample path.

Link:Chapter 5

Chapter – 6

Markov, Poisson and Jump processes,Markov chains and processes,Poisson process, Exponential inter-arrivals and order statistics,Markov jump processes, compound Poisson processes.

Link:Chapter 6

 

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