Cover of Richard Durrett: Essentials of Stochastic Processes

Richard Durrett Essentials of Stochastic Processes

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Springer New York

2012

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978-1-4614-3615-7

1-4614-3615-X

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This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.

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