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Download Essentials of Stochastic Processes by Richard Durrett in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Essentials of Stochastic Processes
Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory.
Detailed Information
| Author: | Richard Durrett |
|---|---|
| Publication Year: | 1999 |
| ISBN: | 9780387988368 |
| Pages: | 145 |
| Language: | English |
| File Size: | 7.78 |
| Format: | |
| Price: | FREE |
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