Title Statements
- Full title :Essentials of stochastic processes / Richard Durrett.
Edition Statements
- Publication Date:2016.
Publication Statements
- Publisher(s):Springer
- Place of Publication:Cham, Switzerland
- Language:eng
- Publication Date:2016.
The Physical Object
- Description:1 online resource (ix, 275 pages) : : illustrations.
Edition Identifiers
- ISBN:9783319456140, 3319456148
- DOI:10.1007/978-3-319-45614-0.
- oclc:on1274968075
- LC Classification:QA274
- Dewey Decimal:519.2/3
Table of Contents
1) Markov Chains -- 2) Poisson Processes -- 3) Renewal Processes -- 4) Continuous Time Markov Chains -- 5) Martingales -- 6) Mathematical Finance -- 7) A Review of Probability.
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