Essentials of Stochastic Processes - Couverture rigide

Durrett, Richard

Couverture rigide

ISBN 10 : 331945613X ISBN 13 : 9783319456133

Editeur : Springer International Publishing AG, 2016

Synopsis

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.

A propos du livre

À propos de l?auteur

Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA mathematics department for 9 years and at Cornell for 25 years before moving to Duke in 2010. He is author of 8 books and more than 200 journal articles and has supervised more that 45 Ph.D. students. He is a member of the National Academy of Science. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2016
• Langue: anglais
• ISBN 10: 331945613X
• ISBN 13: 9783319456133
• Reliure: Relié
• Numéro d'édition: 3
• Nombre de pages: 275
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne