Main Essentials of Stochastic Processes Edition: Corrected

Essentials of Stochastic Processes Edition: Corrected

Name: Essentials of Stochastic Processes Edition: Corrected
Rating: 5.0 (4 reviews)
ISBN: 9780387988368

Richard Durrett

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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.

Request Code : ZLIB.IO17638476

Categories:

Year:

2022

Language:

English

ISBN 10:

038798836X

ISBN 13:

9780387988368

ISBN:

038798836X, 9780387988368