Textbook

Books Price Comparison (Including Amazon) - Guaranteed Lowest Prices on Books


 

Essentials of Stochastic Processes (Springer Texts in Statistics)

 
 
 
 
Essentials of Stochastic Processes (Springer Texts in Statistics)
Author: Richard Durrett
ISBN 13: 9780387988368
ISBN 10: 38798836
Edition: 1st ed. 1999. Corr. 2nd p
Publisher: Springer
Publication Date: 1999-07-30
Format: Hardcover
Pages: 289
List Price: $109.00
 
 

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.