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Essentials of Stochastic Processes

Essentials of Stochastic Processes

Hardcover

Series: Springer Texts in Statistics

Probability & Statistics

Publisher Price: $109.00

ISBN10: 038798836X
ISBN13: 9780387988368
Publisher: Springer
Published: Jul 30 1999
Pages: 281
Weight: 1.20
Height: 0.75 Width: 6.38 Depth: 9.59
Language: English
Designed for a Master's level course in stochastic processes, this text features the introduction and use of martingales, al- lowing much more to be done with Brownian motion, e.g., option pricing, and queueing theory are integrated into the Continuous Time Markov Chain and Renewal Theory chapters.

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Probability & Statistics