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Essentials of Stochastic Processes

Richard Durrett

3.2/5 ( ratings)

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.

Language: English

Pages: 266

Format: Hardcover

Publisher: Springer

Release: May 23, 2012

ISBN: 1461436141

ISBN 13: 9781461436140

Essentials of Stochastic Processes

Richard Durrett

3.2/5 ( ratings)

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.

Language: English

Pages: 266

Format: Hardcover

Publisher: Springer

Release: May 23, 2012

ISBN: 1461436141

ISBN 13: 9781461436140

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