Essentials of Stochastic Processes

Richard Durrett

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Lingua: inglese

Editore: Springer Nature B.V., 2014

1489989676 / 9781489989673

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance. Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.

Codice articolo 9781489989673

Titolo
Essentials of Stochastic Processes
Autore
Richard Durrett
Editore
Springer Nature B.V.
Anno di pubblicazione
2014
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
1489989676
ISBN 13
9781489989673
Edizione
seconda edizione
Peso dell'articolo
423 grammi
Dimensioni
235x155x16 mm

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 30 a 40 giorni lavorativiDa 7 a 14 giorni lavorativi
Primo articoloEUR 62,12EUR 72,12
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