Essentials of stochastic processes

Author :

Durrett, Richard

Author Statement :

Richard Durrett

Edition :

2nd ed

Collation :

x, 265 P.: Illus.

Addition :

Title :

Essentials of stochastic processes

Contents :

1. Markov chains.- 2. Poisson processes.- 3. Renewal processes.- 4. Continuous time Markov chains.- 5. Martingales.- 6. Mathematical finance.- A. Review of probability.

LC Class :

519

LC Number :

LC CutterNumber :

D 965 E

تاريخ ورود اطلاعات :

1393/11/13

Publication Year :

2012

Birth-Death :

1951

LC Date :

Ed.2

Publication :

Springer

Series :

Springer texts in statistics,1431-875X

Subject :

Stochastic processes

DocumentNumber :

4799

ISBNN :

Link To Document :

http://lib1.kashanu.ac.ir//dL/search/default.aspx?Term=7745&Field=0&DTC=2