Essentials of Stochastic Processes

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales...

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales...

Read more
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  • Formats: epub
  • ISBN: 9783319456140
  • Publication Date: 7 Nov 2016
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM