Essentials of stochastic processes

Essentials of stochastic processes

by Durrett, Richard

Type Book
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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

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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