03411nam0 2200721 i 450 VAN0011472620251020030544.607N978-3-319-45614-020180209d2016 |0itac50 baengCH|||| |||||Essentials of stochastic processesRichard Durrett3. ed[Cham]Springer2016IX, 275 p.ill.24 cm001VAN000367912001 Springer texts in statistics210 Berlin [etc.]Springer1985-VAN00242303Essentials of stochastic processes7346960-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF60G42Martingales with discrete parameter [MSC 2020]VANC021396MF60G50Sums of independent random variables; random walks [MSC 2020]VANC020430MF60G51Processes with independent increments; Lévy processes [MSC 2020]VANC020665MF60GxxStochastic processes [MSC 2020]VANC020000MF60J10Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]VANC020036MF60J27Continuous-time Markov processes on discrete state spaces [MSC 2020]VANC021553MF90B22Queues and service in operations research [MSC 2020]VANC024643MF90BxxOperations research and management science [MSC 2020]VANC019945MF91B24Microeconomic theory (price theory and economic markets) [MSC 2020]VANC025065MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MFBinomial modelKW:KBlack-Scholes formulaKW:KContinuous TimeKW:KEconometricsKW:KEconomicsKW:KExponential distributionsKW:KFinancial EngineeringKW:KMarkov ChainsKW:KMartingalesKW:KMathematical FinanceKW:KOption pricingKW:KPoisson processKW:KPopulation geneticsKW:KProbability modelsKW:KQueueing TheoryKW:KQueueing networksKW:KRenewal theoryKW:KStationary distributionsKW:KStochastic processesKW:KCHChamVANL001889DurrettRichard T.VANV16109255577Springer <editore>VANV108073650Durrett, Richard TimothyDurrett, Richard T.VANV254400Durrett, RichardDurrett, Richard T.VANV254401Durrett, RickDurrett, Richard T.VANV242504ITSOL20251024RICAhttp://dx.doi.org/10.1007/978-3-319-45614-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN00114726BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2235 15EB 2235 20180209 Essentials of stochastic processes73469UNICAMPANIA