Details

Subject(s)

Stochastic processes [Browse]

Series

Springer texts in statistics [More in this series]

Bibliographic references

Includes bibliographical references and index.

Contents

1) Markov Chains -- 2) Poisson Processes -- 3) Renewal Processes -- 4) Continuous Time Markov Chains -- 5) Martingales -- 6) Mathematical Finance -- [7]) A Review of Probability.

ISBN

• 9783319456133
• 331945613X

OCLC

968157044

Statement on Language in Description

Princeton University Library aims to describe Library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage. Read more...