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...
Zapisane w:
| 1. autor: | |
|---|---|
| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Wydanie: | 2nd ed. 2012. |
| Seria: | Springer Texts in Statistics
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| Hasła przedmiotowe: | |
| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Komentarz: |
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 |
Spis treści:
- Markov Chains Poisson Processes Renewal Processes Continuous Time Markov Chains Martingales Mathematical Finance A Review of Probability
- Markov Chains
- Poisson Processes
- Renewal Processes
- Continuous Time Markov Chains
- Martingales
- Mathematical Finance
- A Review of Probability