Essentials of Stochastic Processes - Couverture souple

Livre 80 sur 103: Springer Texts in Statistics

Durrett, Richard

 
9783319833316: Essentials of Stochastic Processes
Couverture souple
ISBN 10 : 3319833316 ISBN 13 : 9783319833316
Editeur : Springer, 2018

Synopsis

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding.
 
 Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded.  In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

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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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2018
Langue
anglais
ISBN 10 
3319833316
ISBN 13 
9783319833316
Reliure
Broché
Nombre de pages
288
Coordonnées du fabricant
non disponible
Personne responsable
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Autres éditions populaires du même titre

9783319456133: Essentials of Stochastic Processes

Edition présentée

ISBN 10 :  331945613X ISBN 13 :  9783319456133
Editeur : Springer International Publishin..., 2016
Couverture rigide