Essentials of stochastic processes / Richard Durrett

• Autore: Durrett, Richard
• Pubblicazione: [Cham], : Springer, 2016
• Titolo uniforme: Essentials of stochastic processes
• Edizione: 3. ed
• Descrizione fisica: IX, 275 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]; 60G42 - Martingales with discrete parameter [MSC 2020]; 60G50 - Sums of independent random variables; random walks [MSC 2020]; 60G51 - Processes with independent increments; Lévy processes [MSC 2020]; 60Gxx - Stochastic processes [MSC 2020]; 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]; 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020]; 90B22 - Queues and service in operations research [MSC 2020]; 90Bxx - Operations research and management science [MSC 2020]; 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020]; 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]
• Soggetto non controllato: Binomial model; Black-Scholes formula; Continuous Time; Econometrics; Economics; Exponential distributions; Financial Engineering; Markov Chains; Martingales; Mathematical Finance; Option pricing; Poisson process; Population genetics; Probability models; Queueing Theory; Queueing networks; Renewal theory; Stationary distributions; Stochastic processes
• Titolo autorizzato: Essentials of stochastic processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00114726
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-45614-0
• Serie: Springer texts in statistics Berlin [etc.] . -Springer , 1985-