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Item Details
| Title:
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ESSENTIALS OF STOCHASTIC PROCESSES
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| By: |
Richard Durrett |
| Format: |
Paperback |
| List price:
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£72.00 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
1441931716 |
| ISBN 13: |
9781441931719 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
1 December, 2010 |
| Edition: |
1st ed. Softcover of orig. ed. 1999 |
| Series: |
Springer Texts in Statistics |
| Pages: |
292 |
| Synopsis: |
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. |
| Illustrations: |
black & white illustrations |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Non-returnable |
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