Essentials of stochastic processes /
<p>This book is for a first course in stochastic processes taken by undergraduates or master's students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One ca...
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
2012.
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| Edition: | 2nd ed. 2012. |
| Series: | Springer Texts in Statistics
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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