Essentials of Stochastic Processes

He is author of 8 books and more than 200 journal articles and has supervised more that 45 Ph.D. students. He is a member of the National Academy of Science. Most of his current research concerns the applications of probability to biology: ecology, genetics, and cancer modeling

Bibliographic Details
Main Author: Durrett, Richard
Format: eBook
Language:English
Published: Cham Springer International Publishing 2016, 2016
Edition:3rd ed. 2016
Series:Springer Texts in Statistics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 1) Markov Chains
  • 2) Poisson Processes
  • 3) Renewal Processes
  • 4) Continuous Time Markov Chains
  • 5) Martingales
  • 6) Mathematical Finance
  • 7) A Review of Probability