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. One can only learn a...
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edición: | 2nd ed. 2012. |
| Colección: | Springer Texts in Statistics
|
| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Essentials of stochastic processes, Richard Durrett, 2nd edition, New York, Springer, 2012, 1 vol. (X-265 p.), Springer texts in statistics, 978-1-4614-3614-0 • Essentials of stochastic processes, Richard Durrett, 2nd edition, New York, Springer, 2012, 1 vol. (X-265 p.), Springer texts in statistics, 978-1-4614-3614-0 • Essentials of Stochastic Processes, Texte imprimé, 9781461436164 • Essentials of stochastic processes, Richard Durrett, 2nd edition, [New York], Springer, 2012, 1 vol. (X-265 p.), Springer texts in statistics, 978-1-4899-8967-3 |