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Essentials of Stochastic Processes

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ISBN-10: 1461436141

ISBN-13: 9781461436140

Edition: 2nd 2012

Authors: Richard Durrett

List price: $69.95
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Description:

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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Book details

List price: $69.95
Edition: 2nd
Copyright year: 2012
Publisher: Springer
Publication date: 5/23/2012
Binding: Hardcover
Pages: 266
Size: 6.25" wide x 9.25" long x 0.75" tall
Weight: 1.144
Language: English