Essentials of Stochastic Processes

Essentials of Stochastic Processes pdf epub mobi txt 电子书 下载 2025

出版者:Springer
作者:Richard Durrett
出品人:
页数:276
译者:
出版时间:2012-5-23
价格:GBP 44.99
装帧:Hardcover
isbn号码:9781461436140
丛书系列:
图书标签:
  • 数学 
  • 随机过程 
  • Stochastic 
  • Textbook 
  • Springer 
  • Processes 
  • 美国 
  • 教材 
  •  
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This book is for a first course in stochastic processes taken by undergraduates or master,s 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 reader,s understanding 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. 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. 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.

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Not so much memory

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最惨不过如此

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Typo 太多金融太多OR太多数学系别看这个了。。。

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随机过程讲得挺清晰,但是too many typos…最后一章一般,索性跳过了,以后有需要再看专门的期权书。

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too many typos... can't bear that

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