Essentials of stochastic processes
by Richard Durrett
- 0 Ratings
- 0 Want to read
- 0 Currently reading
- 0 Have read
"This book is for a first course on stochastic processes to be taken by undergraduates or masters students who have had a course in probability theory, but who have not had a course in measure theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal theory, and Brownian motion and martingales. The last two topics are important for the brief treatment of option pricing."--BOOK JACKET.
"The book presents only the essentials of the subject, the parts of the theory most important for applications. To allow readers to choose their own level of detail, many of the proofs begin with a nonrigorous answer to the question "Why is this true?" followed by a proof that fills in the missing details."--BOOK JACKET.
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Stochastic processesShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
|---|---|
1
|
aaaa
Libraries near you:
WorldCat
|
Book Details
Edition Notes
Includes bibliographical references (p. [271]-272) and index.
Classifications
The Physical Object
ID Numbers
Community Reviews (0)
Feedback?
| July 17, 2024 | Edited by MARC Bot | import existing book |
| June 30, 2019 | Edited by MARC Bot | import existing book |
| July 16, 2010 | Created by WorkBot | work found |