Essentials of stochastic processes / Richard Durrett.

Author
Durrett, Richard, 1951- [Browse]
Format
Book
Language
English
Εdition
Third edition.
Published/​Created
[Cham], Switzerland : Springer, 2016.
Description
ix, 275 pages : illustrations, 24 cm

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
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