Essentials of Stochastic Processes

Essentials of Stochastic Processes In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding. Autor: Durrett Wydawnictwo: Springer Rok wydania: 2016 Okładka: twarda Liczba stron: 275 Wymiary: 15.5 x 23.5 x 1.8 cm Ilustracje: 26 Illustrations, black and white; IX, 275 p. 26 illus. Język: angielski ISBN: 9783319456133