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Essentials of Stochastic Processes
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Essentials of Stochastic Processes Hardback - 2001

by Richard Durrett; R. Durrett; Rick Durrett

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From the publisher

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, and queueing theory are integrated into the Continuous Time Markov Chain and Renewal Theory chapters.

First line

The importance of Markov chains comes from two facts: (i) there are a large number of physical, biological, economic, and social phenomena that can be described in this way, and (ii) there is a well-developed theory that allows us to do computations.

Details

  • Title Essentials of Stochastic Processes
  • Author Richard Durrett; R. Durrett; Rick Durrett
  • Binding Hardback
  • Edition 1st ed. 1999. Co
  • Pages 281
  • Volumes 1
  • Language ENG
  • Publisher Springer, New York:
  • Publication date March 30, 2001
  • Illustrated Yes
  • ISBN 9780387988368 / 038798836X
  • Weight 1.2 lbs (0.54 kg)
  • Dimensions 9.59 x 6.38 x 0.75 in (24.36 x 16.21 x 1.91 cm)
  • Category Mathematics
  • Library of Congress subjects Stochastic processes
  • Library of Congress Catalogue Number 99014733
  • Dewey Decimal Code 519.2

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Essentials of Stochastic Processes (Springer Texts in Statistics)

Essentials of Stochastic Processes (Springer Texts in Statistics)

by Durrett, Richard

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Essentials of Stochastic Processes (Springer Texts in Statistics)
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Essentials of Stochastic Processes (Springer Texts in Statistics)

by Durrett, Richard

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ISBN 10 / ISBN 13
9780387988368 / 038798836X
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Essentials of Stochastic Processes (Springer Texts in Statistics)
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Essentials of Stochastic Processes (Springer Texts in Statistics)

by Durrett, Richard

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  • Hardback
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Hardcover
ISBN 10 / ISBN 13
9780387988368 / 038798836X
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Essentials of Stochastic Processes (Springer Texts in Statistics)
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Essentials of Stochastic Processes (Springer Texts in Statistics)

by Durrett, Richard

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  • Hardback
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Hardcover
ISBN 10 / ISBN 13
9780387988368 / 038798836X
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Springer, 1999-07-30. Hardcover. New. In shrink wrap. Looks like an interesting title!
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A$133.13
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