Essentials of Stochastic Processes

DOI10.1007/978-3-319-45614-0MaRDI QIDQ5891051zbMATH OpenOpenAlexFDO

Authors Rick Durrett

Publication date 1 December 2016

Published in Springer Texts in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-45614-0

zbMATH Keywords

Markov chainsmartingalesmathematical financePoisson processesqueueing theoryRenewal processes

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Stochastic processes (60Gxx) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Queues and service in operations research (90B22) Operations research and management science (90Bxx) Microeconomic theory (price theory and economic markets) (91B24)

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Cited in

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