Synopsis
Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory.
"synopsis" may belong to another edition of this title.
About the Author
Rick Durrett received his Ph.D. degree in operations research from Stanford University in 1976. He taught in the UCLA mathematics department before coming to Cornell University in 1985. Professor Durrett is the author of four other books and more than one hundred journal articles. Most of his current research concerns the use of probability models in ecology and genetics.
From the Back Cover
To follow.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Essentials of Stochastic Processes (Springer Texts...
Stock Image
Essentials of Stochastic Processes (Springer Texts in Statistics)
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_402000994
Stock Image
Essentials of Stochastic Processes (Springer Texts in Statistics)
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_433104023
Stock Image
Essentials of Stochastic Processes
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 15910204-6
Stock Image
Essentials of Stochastic Processes
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G038798836XI3N00
Stock Image
Essentials of Stochastic Processes
Seller: RiverRaisinBooks, Dundee, MI, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: As New. 1st ed. 1999. Corr. 2nd printing. Seller Inventory # 251215003
Stock Image
Essentials of Stochastic Processes
Seller: Toscana Books, AUSTIN, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Seller Inventory # Scanned038798836X
Stock Image
Essentials of Stochastic Processes (Springer Texts in Statistics).
Published by
New York. Springer-Verlag., 1999
ISBN 10: 038798836X
ISBN 13: 9780387988368
Used
Karton
Seller: Antiquariat Bernhardt, Kassel, Germany
Seller rating 5 out of 5 stars
Karton. Condition: Sehr gut. Zust: Gutes Exemplar. 281 Seiten, mit Abbildungen, Englisch 582g. Seller Inventory # 360705
Stock Image
Essentials of Stochastic Processes (Springer Texts in Statistics)
Seller: BennettBooksLtd, San Diego, NV, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-038798836x