Essentials of Stochastic Processes / Edition 1

Essentials of Stochastic Processes / Edition 1

by Richard Durrett
     
 

ISBN-10: 1441931716

ISBN-13: 9781441931719

Pub. Date: 12/01/2010

Publisher: Springer New York

This test is designed for a Master's Level course in shastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.  See more details below

Overview

This test is designed for a Master's Level course in shastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.

Product Details

ISBN-13:
9781441931719
Publisher:
Springer New York
Publication date:
12/01/2010
Series:
Springer Texts in Statistics Series
Edition description:
Softcover reprint of hardcover 1st ed. 1999
Pages:
281
Product dimensions:
0.61(w) x 9.21(h) x 6.14(d)

Related Subjects

Table of Contents

1. Markov Chains; 2. Martingales; 3. Poisson Processes; 4. Markov Chains; 5. Renewal Theory; 6. Brownian Motion

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