Essentials of stochastic processes
Auteur :
Durrett, Richard
Éditeur :
Springer International Publishing AG
ISBN :
9783319833316
Date de publication :
22 avr. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory.