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Essentials of Stochastic Processes
This book is for a first course in stochastic processes taken by undergraduates or master's students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only le...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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New York, NY :
Springer New York : Imprint: Springer,
2012.
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| Edición: | 2nd ed. 2012. |
| Colección: | Springer Texts in Statistics,
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| Acceso en línea: | Texto Completo |