Essentials of Stochastic Processes - Rilegato

Durrett, Richard

Rilegato

ISBN 10: 038798836X ISBN 13: 9780387988368

Casa editrice: Springer Verlag, 1999

Riassunto

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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Informazioni sull?autore

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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To follow.

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 038798836X
• ISBN 13: 9780387988368
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 281
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania