• 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
    .2
  • 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
    ,
  • RecordNumber
    7745