Essentials of Stochastic Processes

• Κύριος συγγραφέας: Durrett, Richard (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2012.
• Έκδοση: 2nd ed. 2012.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Statistics.; Operations research.; Management science.; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.

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 learn a...