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Essentials of Stochastic Processes
Richard Durrett
€ 134.02
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Description for Essentials of Stochastic Processes
Hardback. 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. Series: Springer Texts in Statistics. Num Pages: 275 pages, 26 black & white illustrations, biography. BIC Classification: KCA; KJT; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 18. Weight in Grams: 596.
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 by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding. Drawing from ... Read more
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 by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understanding. Drawing from ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Hardback
Publication date
2016
Series
Springer Texts in Statistics
Condition
New
Number of Pages
275
Place of Publication
Cham, Switzerland
ISBN
9783319456133
SKU
V9783319456133
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Richard Durrett
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA mathematics department for 9 years and at Cornell for 25 years before moving to Duke in 2010. He is author of 8 books and more than 200 journal articles and has supervised more that 45 Ph.D. students. He is a member of the ... Read more
Reviews for Essentials of Stochastic Processes
It is the 3rd edition of the textbook devoted to initial information and basic topics from the theory of stochastic processes. ... The book is very useful for anyone who is interested in probability theory and its ramifications and applications. It can be recommended both for students and postgraduates, teachers and practitioners. ... The book contains a lot of examples ... Read more