Essentials of Stochastic Processes (Third Edition) by Richard Durrett
Requirements: PDF Reader, 2,5 MB
Overview: 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 covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. 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 readers understanding.
Genre: Non-Fiction, Mathematics
Download Instructions:
http://gestyy.com/wXYJsx
Mirror:
http://gestyy.com/wXYJsm