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Essentials of Stochastic Processes

- 2016

  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

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.

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Detaljer
  • SprogEngelsk
  • Udgivelsesdato17-11-2016
  • ISBN139783319456133
  • Forlag Springer
  • FormatHardback
Størrelse og vægt
  • Vægt580 g
  • Dybde1,7 cm
  • coffee cup img
    10 cm
    book img
    15,5 cm
    23,3 cm

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