Essentials of Stochastic Processes |
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| Author:
| Durrett, Richard |
| Series title: | Springer Texts in Statistics Ser. |
| ISBN: | 978-3-319-45614-0 |
| Publication Date: | Nov 2016 |
| Publisher: | Springer International Publishing AG
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| Imprint: | Springer |
| Book Format: | Ebook |
| List Price: | USD $69.99 |
Book Description:
|
In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding.
In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding.