Essentials of Stochastic Processes: Springer Texts in Statistics, 3rd Edition by Richard Durrett
English | 2017 | ISBN: 3319456148 | 236 Pages | EPUB | 2.30 MB
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing.