000			01904fam a2200361 a 4500
001			2338438
003			BD-DhUL
005			20140908100728.0
008			990308s1999 nyu b 001 0 eng
010			_a 99014733
020			_a038798836X (alk. paper)
035			_a(OCoLC)41002674
035			_a(OCoLC)ocm41002674
035			_a(NNC)2338438
040			_aDLC _cDLC _dNNC _dOrLoB-B _dBD-DhUL
050	0	0	_aQA274 _b.D87 1999
082	0	0	_a519.23 _221 _bRIE
100	1		_aDurrett, Richard, _d1951-
245	1	0	_aEssentials of stochastic processes / _cRick Durrett.
260			_aNew York : _bSpringer, _cc1999.
263			_a9908
300			_avi, 281 p. ; _c24 cm.
365			_aUSD _b79.00
490	1		_aSpringer texts in statistics
504			_aIncludes bibliographical references and index.
505	0	0	_tReview of Probability -- _g1. _tMarkov Chains -- _g2. _tMartingales -- _g3. _tPoisson Processes -- _g4. _tContinuous-Time Markov Chains -- _g5. _tRenewal Theory -- _g6. _tBrownian Motion.
520	1		_a"This book is for a first course on stochastic processes to be taken by undergraduates or masters students who have had a course in probability theory, but who have not had a course in measure theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal theory, and Brownian motion and martingales. The last two topics are important for the brief treatment of option pricing."--BOOK JACKET.
520	8		_a"The book presents only the essentials of the subject, the parts of the theory most important for applications. To allow readers to choose their own level of detail, many of the proofs begin with a nonrigorous answer to the question "Why is this true?" followed by a proof that fills in the missing details."--BOOK JACKET.
650		0	_aStochastic processes.
830		0	_aSpringer texts in statistics.
900			_aAUTH _bTOC
942			_2ddc _cBK
999			_c8650 _d8650