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Essentials of Stochastic Processes 2012 Edition
Contributor(s): Durrett, Richard (Author)

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 ISBN: 1489989676     ISBN-13: 9781489989673
Publisher: Springer
OUR PRICE: $61.74  

Binding Type: Paperback - See All Available Formats & Editions
Published: June 2014
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Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - General
- Business & Economics | Operations Research
- Business & Economics | Management Science
Dewey: 519.2
Series: Springer Texts in Statistics
Physical Information: 0.58" H x 6.14" W x 9.21" L (0.86 lbs) 266 pages
 
Descriptions, Reviews, Etc.
Publisher Description:
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
 
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