Essentials of Stochastic Processes, 3/e (Hardcover)
Richard Durrett
- 出版商: Springer
- 出版日期: 2016-11-17
- 售價: $4,800
- 貴賓價: 9.5 折 $4,560
- 語言: 英文
- 頁數: 275
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 331945613X
- ISBN-13: 9783319456133
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商品描述
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.
作者簡介
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA mathematics department for 9 years and at Cornell for 25 years before moving to Duke in 2010. He is author of 8 books and more than 200 journal articles and has supervised more that 45 Ph.D. students. He is a member of the National Academy of Science. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
