Essentials of stochastic processes / Richard Durrett.
| Author/creator | Durrett, Richard, 1951- |
| Format | Electronic |
| Edition | 2nd ed. |
| Publication Info | New York ; London : Springer, |
| Description | x, 265 p. : ill. (some col.) ; 25 cm. |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International |
| Supplemental Content | Full text available from Springer Books |
| Subjects |
| Series | Springer texts in statistics, 1431-875X Springer texts in statistics. ^A228212 |
| Contents | 1. Markov chains -- 2. Poisson processes -- 3. Renewal processes -- 4. Continuous time Markov chains -- 5. Martingales -- 6. Mathematical finance -- A. Review of probability. |
| General note | Previous ed.: c1999. |
| Bibliography note | Includes bibliographical references (p. 259) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2012937472 |
| ISBN | 9781461436140 (alk. paper) |
| ISBN | 1461436141 (alk. paper) |
| ISBN | 9781461436157 (ebk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |