Essentials of Stochastic Processes

Richard Durrett

ISBN 10: 038798836X / ISBN 13: 9780387988368

Editore: Springer, 1999

Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G038798836XI3N00

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.

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.

Dati bibliografici

Titolo: Essentials of Stochastic Processes
Casa editrice: Springer
Data di pubblicazione: 1999
Legatura: Hardcover
Condizione: Good
Condizione sovraccoperta: No Jacket