Essentials of stochastic processes / Richard Durrett.

Author/creator Durrett, Richard, 1951-
Format Electronic
Edition2nd ed.
Publication InfoNew York ; London : Springer,
Descriptionx, 265 p. : ill. (some col.) ; 25 cm.
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International
Supplemental ContentFull text available from Springer Books
Subjects

SeriesSpringer 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 notePrevious ed.: c1999.
Bibliography noteIncludes bibliographical references (p. 259) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2012937472
ISBN9781461436140 (alk. paper)
ISBN1461436141 (alk. paper)
ISBN9781461436157 (ebk.)