Essentials of Stochastic Processes
Richard Durrett
Broschiertes Buch

Essentials of Stochastic Processes

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This book is for a first course in stochastic processes taken by undergraduates or master's students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader's understandingThe book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to ...