Essentials of Stochastic Processes, 3/e (Hardcover)
暫譯: 隨機過程要素（第三版，精裝本）
Richard Durrett
- 出版商: Springer
- 出版日期: 2016-11-17
- 售價: $4,890
- 貴賓價: 9.5 折 $4,646
- 語言: 英文
- 頁數: 275
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 331945613X
- ISBN-13: 9783319456133
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商品描述
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.
商品描述(中文翻譯)
這個測驗是為隨機過程的碩士課程設計的。它介紹並使用了鞅（martingales），這使得我們能夠對布朗運動進行更多的應用，例如選擇權定價。此外，排隊理論也被整合進連續時間馬可夫鏈（Continuous Time Markov Chain）和更新理論（Renewal Theory）章節中作為範例。
作者簡介
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA mathematics department for 9 years and at Cornell for 25 years before moving to Duke in 2010. He is author of 8 books and more than 200 journal articles and has supervised more that 45 Ph.D. students. He is a member of the National Academy of Science. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
作者簡介(中文翻譯)
理查德·杜雷特於1976年在史丹佛大學獲得運籌學博士學位。他在加州大學洛杉磯分校的數學系教學9年，之後在康奈爾大學任教25年，並於2010年轉至杜克大學。他是8本書籍和超過200篇期刊文章的作者，並指導了超過45位博士生。他是美國國家科學院的成員。他目前的研究大多集中在機率在生物學中的應用：生態學、遺傳學，以及最近的癌症研究。
