Essentials Of Stochastic Processes
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| Google books | books.google.com |
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| Originally published | July 30, 1999 |
| Authors | Rick Durrett |
| Genres | Textbook |
| Date of Reg. | |
| Date of Upd. | |
| ID | 2226337 |
About Essentials Of Stochastic Processes
This book is for a first course in stochastic processes taken by undergraduates or master's students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. . . .