1.

Record Nr.

UNICAMPANIASUN0114726

Autore

Durrett, Richard

Titolo

Essentials of stochastic processes / Richard Durrett

Pubbl/distr/stampa

[Cham], : Springer, 2016

Edizione

[3. ed]

Descrizione fisica

IX, 275 p. : ill. ; 24 cm

Soggetti

90Bxx - Operations research and management science [MSC 2020]

60Gxx - Stochastic processes [MSC 2020]

60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]

60-XX - Probability theory and stochastic processes [MSC 2020]

60G50 - Sums of independent random variables; random walks [MSC 2020]

60G51 - Processes with independent increments; Lévy processes [MSC 2020]

60G42 - Martingales with discrete parameter [MSC 2020]

60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020]

60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]

90B22 - Queues and service in operations research [MSC 2020]

91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020]

91G30 - Interest rates, asset pricing, etc. (stochastic models)  [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia