Essentials of Stochastic Processes

by Rick Durrett

Designed for a Master's level course in stochastic processes, this text features the introduction and use of martingales, al- lowing much more to be done with Brownian motion, e.g., option pricing,... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 038798836X
• ISBN13: 9780387988368
• Release Date: July 1999
• Publisher: Springer
• Length: 281 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.8" x 6.4" x 9.6"