Essentials of stochastic processes / Richard Durrett |
Autore | Durrett, Richard |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
Soggetto topico |
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] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114726 |
Durrett, Richard | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Essentials of stochastic processes [[electronic resource] /] / Rick Durrett |
Autore | Durrett Richard <1951-> |
Edizione | [3rd ed.] |
Pubbl/distr/stampa | Cham, : Springer, 2016 |
Descrizione fisica | 1 online resource (ix, 275 p.) : ill |
Disciplina | 519.2 |
Collana | Springer texts in statistics |
Soggetto topico |
Statistics
Probabilities Stochastic processes Mathematical statistics |
ISBN |
9783319456140 (e-book)
9783319456133 (hbk.) 9783319833316 (pbk.) |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1) Markov Chains -- 2) Poisson Processes -- 3) Renewal Processes -- 4) Continuous Time Markov Chains -- 5) Martingales -- 6) Mathematical Finance -- 7) A Review of Probability. |
Record Nr. | UNINA-9910254071103321 |
Durrett Richard <1951-> | ||
Cham, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Essentials of stochastic processes / Richard Durrett |
Autore | Durrett, Richard |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
Soggetto topico |
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] |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114726 |
Durrett, Richard | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Essentials of stochastic processes / Rick Durrett |
Autore | Durrett, Rick |
Pubbl/distr/stampa | New York ... [etc.] : Springer, c1999 |
Descrizione fisica | VI, 281 p. ; 25 cm. |
Disciplina | 519.2 |
Collana | Springer texts in statistics |
Soggetto topico | Processi stocastici |
ISBN | 0-387-98836-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNIBAS-000004524 |
Durrett, Rick | ||
New York ... [etc.] : Springer, c1999 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. della Basilicata | ||
|
Essentials of stochastic processes / Rick Durrett |
Autore | Durrett, Richard |
Pubbl/distr/stampa | New York [etc.], : Springer, c1999 |
Descrizione fisica | VI, 281 p. ; 25 cm |
Disciplina |
519.2
519.23 |
Collana | Springer texts in statistics |
Soggetto non controllato | Processi stocastici |
ISBN | 0-387-98836-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990007372760403321 |
Durrett, Richard | ||
New York [etc.], : Springer, c1999 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Essentials of stochastic processes / Rick Durrett |
Autore | Durrett, Richard |
Pubbl/distr/stampa | New York : Springer, c1999 |
Descrizione fisica | vi, 281 p. : ill. ; 25 cm. |
Disciplina | 519 |
Collana | Springer texts in statistics |
Soggetto topico | Processo stocastico |
ISBN | 038798836X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001400789707536 |
Durrett, Richard | ||
New York : Springer, c1999 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|