Essentials of Stochastic Processes by Richard Durrett

Essentials of Stochastic Processes

Springer Texts in Statistics

Richard Durrett

275 pages missing pub info (editions)

nonfiction business mathematics challenging informative reflective medium-paced
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Description

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 ...

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