Essentials of Stochastic Processes

Rick Durrett

Third edition will appear in Fall 2016, published by Springer.

Second edition, December 2011.

1 Markov Chains

2 Poisson Processes

3 Renewal Processes

4 Continuous Time Markov Chains

5 Martingales

6 Mathematical Finance

A Review of Probability


Back to Durrett's home page