剧情简介: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 mor...(展开全部)
作者:Richard Durrett
出版社:Springer
ISBN:9781461436140