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Item Details
| Title:
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ESSENTIALS OF STOCHASTIC PROCESSES
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| By: |
Richard Durrett |
| Format: |
Hardback |
| List price:
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£72.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
038798836X |
| ISBN 13: |
9780387988368 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
30 July, 1999 |
| Edition: |
1999. Corr. 2nd Printing ed. |
| Series: |
Springer Texts in Statistics |
| Pages: |
289 |
| Description: |
Designed for a Master's Level course in stochastic processes. This work features the introduction and use of martingales, which allow one to do much more with Brownian motion, such as, option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples. |
| 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: |
1, black & white illustrations |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Non-returnable |
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