Essentials of stochastic processes authors durrett richard this textbook is a first course in stochastic processes taken by undergraduate and graduate students ms and phd students from math statistics economics computer science engineering and finance departments who have had a course in probability theory springer texts in . This book is for a first course in stochastic processes taken by undergraduates or masters 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. Essentials of stochastic processes springer texts in statistics ebook durrett richard amazonin kindle store. Building upon the previous editions this textbook is a first course in stochastic processes taken by undergraduate and graduate students ms and phd students from math statistics economics computer science engineering and finance departments who have had a course in probability theory. Buy essentials of stochastic processes springer texts in statistics softcover reprint of the original 3rd ed 2016 by durrett richard isbn 9783319833316 from amazons book store everyday low prices and free delivery on eligible orders