Essentials of Stochastic Processes: Edition 2

Springer Science & Business Media
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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.
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About the author

Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.

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Additional Information

Publisher
Springer Science & Business Media
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Published on
May 19, 2012
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Pages
266
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ISBN
9781461436157
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Language
English
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Genres
Business & Economics / Operations Research
Mathematics / Probability & Statistics / General
Mathematics / Probability & Statistics / Stochastic Processes
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Content Protection
This content is DRM protected.
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