Essentials of stochastic processes
Author(s)
Bibliographic Information
Essentials of stochastic processes
（Springer texts in statistics）
Springer, c2010
- : pbk
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Note
Bibliography: p. [271]-272
Includes index
Description and Table of Contents
Description
Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov chains and renewal theory.
Table of Contents
- 1. Markov Chains
- 2. Martingales
- 3. Poisson Processes
- 4. Markov Chains
- 5. Renewal Theory
- 6. Brownian Motion
by "Nielsen BookData"
