Essentials of Stochastic Processes (Springer Texts in Statistics)

Richard Durrett

  • 出版商: Springer
  • 出版日期: 2018-04-22
  • 售價: $2,930
  • 貴賓價: 9.5$2,784
  • 語言: 英文
  • 頁數: 288
  • 裝訂: Paperback
  • ISBN: 3319833316
  • ISBN-13: 9783319833316
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

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商品描述

In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding.