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Field name	Details
Dewey Class	519.5
Title	Essentials of Stochastic Processes ([Ebook]) / by Richard Durrett.
Author	Durrett, Richard, , 1951-
Other name(s)	SpringerLink (Online service)
Edition statement	2nd ed. 2012.
Publication	New York, NY : Springer
Publication	, 2012.
Physical Details	X, 265 pages, 27 illus., 2 illus. in color. : online resource.
Series	Springer Texts in Statistics 1431-875X
ISBN	9781461436157
Summary Note	This book is for a first course in stochastic processes taken by undergraduates or masterâs students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the readerâs understanding Â The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. Â In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance. Â Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.:
Contents note	Markov Chains -- Poisson Processes -- Renewal Processes -- Continuous Time Markov Chains -- Martingales -- Mathematical Finance -- A Review of Probability.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-1-4614-3615-7
Links to Related Works	Subject References: Distribution (Probability theory) . Mathematical Statistics . Operations Research, Management Science . Probability theory and stochastic processes . Statistical Theory and Methods . Statistics . Authors: Durrett, Richard, 1951- . Corporate Authors: SpringerLink (Online service) . Series: Springer Texts in Statistics . Classification: 519.5 . 519.5 (DDC 23) .

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Essentials of Stochastic Processes

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