Essentials of Stochastic Processes

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It cov...

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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: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:3rd ed. 2016.
Colección:Springer Texts in Statistics,
Temas:
Statistics .
Probabilities.
Operations research.
Management science.
Population genetics.
Econometrics.
Statistical Theory and Methods.
Probability Theory.
Statistics in Business, Management, Economics, Finance, Insurance.
Operations Research, Management Science .
Population Genetics.
Quantitative Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 1) Markov Chains
  • 2) Poisson Processes
  • 3) Renewal Processes
  • 4) Continuous Time Markov Chains
  • 5) Martingales
  • 6) Mathematical Finance
  • 7) A Review of Probability.

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