Essentials of Stochastic Processes
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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.
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.