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

martingalesPoisson processesqueueing theoryMarkov chainsmathematical financeRenewal processes

Mathematics Subject Classification ID

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

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