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Essentials of Stochastic Processes

Richard Durrett (Autor)

Buch | Softcover

292 Seiten

2010 | 1st ed. Softcover of orig. ed. 1999
Springer-Verlag New York Inc.
978-1-4419-3171-9 (ISBN)

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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.

1. Markov Chains; 2. Martingales; 3. Poisson Processes; 4. Markov Chains; 5. Renewal Theory; 6. Brownian Motion

Erscheint lt. Verlag	1.12.2010
Reihe/Serie	Springer Texts in Statistics
Zusatzinfo	black & white illustrations
Verlagsort	New York, NY
Sprache	englisch
Maße	156 x 234 mm
Gewicht	450 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	1-4419-3171-6 / 1441931716
ISBN-13	978-1-4419-3171-9 / 9781441931719
Zustand	Neuware