Essentials of Stochastic Processes

by Richard Durrett

Book Overview

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject...

• Format: Paperback
• Language: English
• ISBN: 3319833316
• ISBN13: 9783319833316
• Release Date: April 2018
• Publisher: Springer
• Length: 275 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"