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 |
Publicado: |
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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Temas: | |
Acceso en línea: | Texto Completo |
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