1st ed. 1999. Corr. 2nd printing
Hardback (30 Jul 1999)
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Out of stock
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.
| ISBN: | 9780387988368 |
| Publisher: | Springer |
| Imprint: | Springer |
| Pub date: | 30 Jul 1999 |
| Edition: | 1st ed. 1999. Corr. 2nd printing |
| DEWEY: | 519.2 |
| DEWEY edition: | 21 |
| Language: | English |
| Number of pages: | 281 |
| Weight: | 586g |
| Height: | 234mm |
| Width: | 156mm |
| Spine width: | 17mm |
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