书目名称 | Essentials of Stochastic Processes |
编辑 | Richard Durrett |
视频video | |
概述 | More than 300 exercises for effective learning.Includes problems with solutions and new examples.Significant revision to the successful first edition.Includes supplementary material: .Request lecturer |
丛书名称 | Springer Texts in Statistics |
图书封面 |  |
描述 | .This book is for a first course in stochastic processes taken by undergraduates or master’s students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. .The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance.. .Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke |
出版日期 | Textbook 20122nd edition |
关键词 | Markov Chains; Martingales; Mathematical Finance; Stochastic Processes |
版次 | 2 |
doi | https://doi.org/10.1007/978-1-4614-3615-7 |
isbn_softcover | 978-1-4899-8967-3 |
isbn_ebook | 978-1-4614-3615-7Series ISSN 1431-875X Series E-ISSN 2197-4136 |
issn_series | 1431-875X |
copyright | Springer Science+Business Media, LLC 2012 |