Essentials of Stochastic Processes

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. It cov...

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Main Author: Durrett, Richard. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:3rd ed. 2016.
Series:Springer Texts in Statistics,
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-45614-0