9781441931719-1441931716-Essentials of Stochastic Processes (Springer Texts in Statistics)

Essentials of Stochastic Processes (Springer Texts in Statistics)

ISBN-13: 9781441931719
ISBN-10: 1441931716
Author: Richard Durrett
Publication date: 2010
Publisher: Springer
Format: Paperback 289 pages
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Book details

ISBN-13: 9781441931719
ISBN-10: 1441931716
Author: Richard Durrett
Publication date: 2010
Publisher: Springer
Format: Paperback 289 pages

Summary

Essentials of Stochastic Processes (Springer Texts in Statistics) (ISBN-13: 9781441931719 and ISBN-10: 1441931716), written by authors Richard Durrett, was published by Springer in 2010. With an overall rating of 4.0 stars, it's a notable title among other books. You can easily purchase or rent Essentials of Stochastic Processes (Springer Texts in Statistics) (Paperback) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

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.
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