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Essentials of stochastic processes / Rick Durrett.
Math/Physics/Astronomy Library QA274 .D87 1999
Available
- Format:
- Book
- Author/Creator:
- Durrett, Richard, 1951-
- Series:
- Springer texts in statistics
- Language:
- English
- Subjects (All):
- Stochastic processes.
- Physical Description:
- vi, 281 pages : illustrations ; 25 cm.
- Place of Publication:
- New York : Springer, [1999]
- Summary:
- This test is designed for a Master's Level course in stochastic 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.
- Notes:
- Includes bibliographical references (pages [271]-272) and index.
- ISBN:
- 038798836X
- OCLC:
- 41002674
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