Essentials of Stochastic Processes
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About the Book
Designed for a Master's Level course in stochastic processes. This work features the introduction and use of martingales, which allow one to do much more with Brownian motion, such as, option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
Book Details
ISBN-13: 9780387988368
EAN: 9780387988368
Publisher Date: 30 Jul 1999
Dewey: 519.2
Illustration: Y
LCCN: 99014733
No of Pages: 281
PrintOnDemand: N
Series Title: English
Width: 160 mm
ISBN-10: 038798836X
Publisher: Springer
Binding: Hardcover
Height: 240 mm
Language: English
MediaMail: Y
Number of Items: 01
Returnable: N
Spine Width: 19 mm