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Essentials of Stochastic Processes
Essentials of Stochastic Processes
Author: Rick Durrett
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.
ISBN-13: 9780387988368
ISBN-10: 038798836X
Publication Date: 3/30/2001
Pages: 281
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Publisher: Springer
Book Type: Hardcover
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