Essentials of Stochastic Processes
Richard Durrett
ISBN 10: 038798836X ISBN 13: 9780387988368
Published by Springer, 1999
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Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G038798836XI3N00
Synopsis:
Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory.
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Bibliographic Details
Title: Essentials of Stochastic Processes
Publisher: Springer
Publication Date: 1999
Binding: Hardcover
Condition: Good
Dust Jacket Condition: No Jacket
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Essentials of Stochastic Processes (Springer Texts in Statistics).
Published by
New York. Springer-Verlag., 1999
ISBN 10: 038798836X
ISBN 13: 9780387988368
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