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Image for Essentials of Stochastic Processes

Essentials of Stochastic Processes

Durrett, Richard

Part of the Springer texts in statistics series

See all formats and editions

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.

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Product Details

Publisher/Imprint Springer

ISBN/Ean3319456156 / 9783319456157

FormatPaperback

Published11/11/2016

Dimensions155 x 235 mm, 408 grams

BIC PBT Probability & statistics