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Essentials of Stochastic Processes (Springer Texts in Statistics) - Hardcover

Durrett, Richard

 
9780387988368: Essentials of Stochastic Processes (Springer Texts in Statistics)
Hardcover
ISBN 10: 038798836X ISBN 13: 9780387988368
Verlag: Springer, 2001

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Rick Durrett received his Ph.D. degree in operations research from Stanford University in 1976. He taught in the UCLA mathematics department before coming to Cornell University in 1985. Professor Durrett is the author of four other books and more than one hundred journal articles. Most of his current research concerns the use of probability models in ecology and genetics.

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Verlag
Springer
Erscheinungsdatum
2001
Sprache
Englisch
ISBN 10 
038798836X
ISBN 13 
9780387988368
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
281
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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