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Essentials of Stochastic Processes

Essentials of Stochastic Processes by Richard Durrett
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This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
Springer New York; May 2012
268 pages; ISBN 9781461436157
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Title: Essentials of Stochastic Processes
Author: Richard Durrett
 
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