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Essentials of Stochastic Processes

Essentials of Stochastic Processes

Paperback

Series: Springer Texts in Statistics

Business GeneralManagementProbability & Statistics

Currently unavailable to order

ISBN10: 1489989676
ISBN13: 9781489989673
Publisher: Springer
Published: Jun 11 2014
Pages: 266
Weight: 0.86
Height: 0.58 Width: 6.10 Depth: 9.25
Language: English
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.

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Probability & Statistics