Essentials of Stochastic Processes (Springer Texts in Statistics)

Durrett, Richard

ISBN 10: 331945613X / ISBN 13: 9783319456133

Edité par Springer (edition 3rd ed. 2016), 2016

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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.

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 bibliographiques

Titre : Essentials of Stochastic Processes (Springer...
Éditeur : Springer (edition 3rd ed. 2016)
Date d'édition : 2016
Reliure : Hardcover
Etat : Very Good
Edition : 3rd ed. 2016.