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Essentials of Stochastic Processes by Richard Durrett, Paperback | Indigo Chapters
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Essentials of Stochastic Processes by Richard Durrett, Paperback | Indigo Chapters
From Richard Durrett
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Size: 25.4 x 235 x 1
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This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e. g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples. | Essentials of Stochastic Processes by Richard Durrett, Paperback | Indigo Chapters
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