Essentials of Stochastic Processes (Paperback)

Richard Durrett

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Idioma: inglés

Editorial: Springer International Publishing AG, Cham, 2018

3319833316 / 9783319833316

Serie: Libro 84 de 111 - Springer Texts in Statistics

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Paperback. 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 readers understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

N° de ref. del artículo 9783319833316

Título
Essentials of Stochastic Processes (Paperback)
Autor
Richard Durrett
Editorial
Springer International Publishing AG, Cham
Año de publicación
2018
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
3319833316
ISBN 13
9783319833316
Serie
Libro 84 de 111: Springer Texts in Statistics

Grand Eagle Retail

Bensenville, IL, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 12 de octubre de 2005

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