Essentials of Stochastic Processes, 2/e (Paperback)
Richard Durrett
- 出版商: Springer
- 出版日期: 2014-06-11
- 售價: $2,720
- 貴賓價: 9.5 折 $2,584
- 語言: 英文
- 頁數: 266
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1489989676
- ISBN-13: 9781489989673
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相關分類:
機率統計學 Probability-and-statistics
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其他版本:
Essentials of Stochastic Processes, 3/e (Hardcover)
相關主題
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 math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
