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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...

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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:
Acceso en línea:Texto Completo
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por Durrett, Richard
Publicado 2016
Texto Completo
Electrónico eBook