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University of Nebraska-Lincoln - Fall 2012 | ||
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Essentials of Stochastic Processes (Springer Texts in Statistics) (1st Edition) by Richard Durrett, Rick Durrett Hardcover, 289 Pages, Published 1999 ISBN-10: 0-387-98836-X / 038798836X ISBN-13: 978-0-387-98836-8 / 9780387988368 Stochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, w |