Essentials Of Stochastic Processes di Richard Durrett edito da Springer-verlag New York Inc.

Essentials Of Stochastic Processes

EAN:

9780387988368

ISBN:

038798836X

Pagine:
289
Formato:
Hardback
Lingua:
Inglese
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Descrizione Essentials Of Stochastic Processes

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.

Fuori catalogo - Non ordinabile
€ 101.10

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