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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Bibliographic Details
Main Author: Durrett, Richard (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY Springer New York 2012.
Edition:2nd ed. 2012.
Series:Springer Texts in Statistics
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