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Essentials of Stochastic Processes by Richard Durrett
by Richard Durrett
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Essentials of Stochastic Processes
by Richard Durrett
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Essentials of Stochastic Processes (Springer Texts in Statistics)
by Durrett, Richard
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Essentials of Stochastic Processes
by Richard Durrett
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- 9781489989673 / 1489989676
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Springer , pp. 276 . Papeback. New.
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Essentials of Stochastic Processes (Springer Texts in Statistics)
by Durrett, Richard
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Essentials of Stochastic Processes
by Richard Durrett
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- 9781489989673 / 1489989676
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Paperback / softback. New. 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.
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