Essentials of Stochastic Processes Book Reviews
Essentials of Stochastic Processes by Richard Durrett Book Summary
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 more than 300 carefully chosen exercises to deepen the reader’s understanding
The book has undergone a thorough revision since the first edition. There are many new examples and problems with solutions that use the TI-83 to eliminate the tedious details of solving linear equations by hand. Some material that was too advanced for the level has been eliminated while the treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved. For example, the difficult subject of martingales is delayed until its usefulness can be seen in the treatment of mathematical finance.
Richard Durrett received his Ph.D. in Operations Research from Stanford in 1976. He taught at the UCLA math department for nine years and at Cornell for twenty-five before moving to Duke in 2010. He is the author of 8 books and almost 200 journal articles, and has supervised more that 40 Ph.D. students. Most of his current research concerns the applications of probability to biology: ecology, genetics, and most recently cancer.
Book Name | Essentials of Stochastic Processes |
Genre | Mathematics |
Author | Richard Durrett |
Published | 19 May 2012, Saturday |
Language | English |
E-Book Size | 7.47 MB |
Essentials of Stochastic Processes (Richard Durrett) Book Reviews 2024
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Summary of Essentials of Stochastic Processes by Richard Durrett
The Essentials of Stochastic Processes book written by Richard Durrett was published on 19 May 2012, Saturday in the Mathematics category. A total of 20 readers of the book gave the book 0 points out of 5.
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