Essentials of stochastic processes / Richard Durrett.
By: Durrett, Richard.
Material type:
TextSeries: Springer texts in statistics: Publisher: New York ; London : Springer, c2012Edition: 2nd ed.Description: x, 265 p., E 49.95 ill. (some col.) ; 25 cm.ISBN: 9781461436140 (alk. paper); 1461436141 (alk. paper); 9781461436157 (ebk.).Subject(s): Stochastic processes -- TextbooksDDC classification: 519.2
Contents:
1. Markov chains -- 2. Poisson processes -- 3. Renewal processes -- 4. Continuous time Markov chains -- 5. Martingales -- 6. Mathematical finance -- A. Review of probability.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| Book | Chennai Mathematical Institute General Stacks | 519.2 DUR (Browse shelf) | Available | 8373 |
Total holds: 0
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Previous ed.: c1999.
Includes bibliographical references (p. 259) and index.
1. Markov chains -- 2. Poisson processes -- 3. Renewal processes -- 4. Continuous time Markov chains -- 5. Martingales -- 6. Mathematical finance -- A. Review of probability.