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Essentials of Stochastic Processes (Springer Texts in Statistics)

Richard Durrett




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 | #1319106 in Books |  1999-07-30 | Original language:English | PDF # 1 |  9.21 x.69 x6.14l,1.20 | File type: PDF | 289 pages

||0 of 0 people found the following review helpful.| Typos|By David Kozak|Having taken more math courses than I care to count, this is by far the least helpful textbook I have read. Before I list my gripes (and I only have two), I will say that there are a few redeeming qualities to the book: the style is intuitive enough to follow, there are plenty of examples, and the book has a steady pace that makes it easy to grasp much of t| |This book is an introduction to stochastic processes written for undergraduates or beginning grad. students who have had a previous course in probability. Durrett has sketched a 25-page review of probability at the beginning of the book, which includes many ex

Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e.g., applications to option pricing, and integrates queueing theory into the presentation of continuous time Markov c...

You can specify the type of files you want, for your device.Essentials of Stochastic Processes (Springer Texts in Statistics)   |  Richard Durrett. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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