Essentials of Stochastic Processes

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Durrett, Richard (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2012.
Edición:2nd ed. 2012.
Colección:Springer Texts in Statistics,
Temas:
Statistics .
Probabilities.
Operations research.
Management science.
Statistical Theory and Methods.
Probability Theory.
Operations Research, Management Science .
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Markov Chains
  • Poisson Processes
  • Renewal Processes
  • Continuous Time Markov Chains
  • Martingales
  • Mathematical Finance
  • A Review of Probability.

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