Book by Durrett Richard
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
This book is an introduction to stochastic processes written for undergraduates or beginning grad. students who have had a previous course in probability. Durrett has sketched a 25-page review of probability at the beginning of the book, which includes many examples and some challenging exercises. The rest of the book covers discrete and continuous time Markov chains, Poisson processes, Brownian motion, and some renewal theory, including material on queuing networks, spatial Poisson processes, and a fine chapter on martingales which treats optional sampling and forms a good basis for later study of Brownian motion and applications to option pricing and the Black-Scholes formula. Durrett wants his readers to be able to use stochastic processes to solve problems. He presents numerous examples to motivate and develop skills. Examples are explained in detail, sometimes including more than one solution. After stating a result, he frequently asks "Why is this true?" and then sketches a proof or offers an intuitive answer in order to develop the reader's insight (and to allow application-oriented readers to skip the details of a formal proof). He sometimes postpones or skips rigorous proofs so he can develop and apply the theory more quickly. A reader with applications in mind, especially one already familiar with the theory, will appreciate these features. --Mathematical Reviews
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Versand:
EUR 3,35
Innerhalb der USA
Versand:
EUR 3,57
Innerhalb der USA
Anbieter: HPB-Red, Dallas, TX, USA
Hardcover. Zustand: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!. Bestandsnummer des Verkäufers S_395309825
Anzahl: 1 verfügbar
Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Hardcover. Zustand: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.25. Bestandsnummer des Verkäufers G038798836XI2N00
Anzahl: 1 verfügbar
Anbieter: Irish Booksellers, Portland, ME, USA
Zustand: Good. SHIPS FROM USA. Used books have different signs of use and do not include supplemental materials such as CDs, Dvds, Access Codes, charts or any other extra material. All used books might have various degrees of writing, highliting and wear and tear and possibly be an ex-library with the usual stickers and stamps. Dust Jackets are not guaranteed and when still present, they will have various degrees of tear and damage. All images are Stock Photos, not of the actual item. book. Bestandsnummer des Verkäufers 038798836X-R
Anzahl: 1 verfügbar
Anbieter: GoldenWavesOfBooks, Fayetteville, TX, USA
Hardcover. Zustand: new. New. Fast Shipping and good customer service. Bestandsnummer des Verkäufers Holz_New_038798836X
Anzahl: 1 verfügbar
Anbieter: GoldBooks, Denver, CO, USA
Hardcover. Zustand: new. New Copy. Customer Service Guaranteed. Bestandsnummer des Verkäufers think038798836X
Anzahl: 1 verfügbar
Anbieter: BennettBooksLtd, North Las Vegas, NV, USA
Zustand: New. New. In shrink wrap. Looks like an interesting title! 1.3. Bestandsnummer des Verkäufers Q-038798836X
Anzahl: 1 verfügbar
Anbieter: Big Bill's Books, Wimberley, TX, USA
Hardcover. Zustand: new. Brand New Copy. Bestandsnummer des Verkäufers BBB_new038798836X
Anzahl: 1 verfügbar
Anbieter: GoldenDragon, Houston, TX, USA
Hardcover. Zustand: new. Buy for Great customer experience. Bestandsnummer des Verkäufers GoldenDragon038798836X
Anzahl: 1 verfügbar
Anbieter: Wizard Books, Long Beach, CA, USA
Hardcover. Zustand: new. New. Bestandsnummer des Verkäufers Wizard038798836X
Anzahl: 1 verfügbar
Anbieter: Front Cover Books, Denver, CO, USA
Zustand: new. Bestandsnummer des Verkäufers FrontCover038798836X
Anzahl: 1 verfügbar