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Essentials of Stochastic Processes (Springer Texts in Statistics) Spies & Politics ISBN13: 9780736961103 ISBN10: 0736961100 Material

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ISBN13: 9780736961103 ISBN10: 0736961100 Material Type: paperback

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ISBN13: 9780671887254 ISBN10: 0671887254 Material Type: paperback

ISBN13: B000XXGWXS ISBN10: B000XXGWXS Material Type: paperback

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Essentials of Stochastic Processes (Springer Texts in Statistics) Spies & Politics ISBN13: 9780736961103 ISBN10: 0736961100 MaterialStochastic processes have become important for many fields, including mathematical finance and engineering. Written by one of the worlds leading probabilists, this book presents recent results previously available only in specialized monographs. It features the introduction and use of martingales, which allow readers to do much more with Brownian motion, e. g., applications to option pricing, and integrates queueing theory into the presentation of

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