Essentials of Stochastic Processes
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...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
2012, 2012
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| Edition: | 2nd ed. 2012 |
| Series: | Springer Texts in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Markov Chains
- Poisson Processes
- Renewal Processes
- Continuous Time Markov Chains
- Martingales
- Mathematical Finance
- A Review of Probability