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Essentials of Stochastic Processes

Essentials of Stochastic Processes - Springer Texts in Statistics

Softcover reprint of hardcover 1st ed. 1999

Paperback (01 Dec 2010)

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Publisher's Synopsis

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.

Book information

ISBN: 9781441931719
Publisher: Springer New York
Imprint: Springer
Pub date:
Edition: Softcover reprint of hardcover 1st ed. 1999
DEWEY: 519.2
DEWEY edition: 22
Language: English
Number of pages: 281
Weight: 450g
Height: 234mm
Width: 156mm
Spine width: 15mm