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Essentials of Stochastic Processes (Springer Texts in Statistics) - Softcover

Durrett, Richard

 
9781441931719: Essentials of Stochastic Processes (Springer Texts in Statistics)
Softcover
ISBN 10: 1441931716 ISBN 13: 9781441931719
Publisher: Springer New York, 2010

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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.

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Publisher
Springer New York
Publication date
2010
Language
English
ISBN 10 
1441931716
ISBN 13 
9781441931719
Binding
Paperback
Edition number
1
Number of pages
292

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Other Popular Editions of the Same Title

9780387988368: Essentials of Stochastic Processes (Springer Texts in Statistics)

Featured Edition

ISBN 10:  038798836X ISBN 13:  9780387988368
Publisher: Springer-Verlag New York Inc., 1999
Hardcover