Name: Stochastic Processes and Models
Price: 105.00 EUR
Availability: InStock
Author: David Stirzaker
ISBN: 9780198568148

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Type

Physical Book

Publisher

Oxford University Press

Author

David Stirzaker

Year

2005

Language

English

Pages

331

Format

Paperback

Weight

1.34

ISBN

0198568142

ISBN13

9780198568148

Edition No.

Synopsis "Stochastic Processes and Models "

Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: randon walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability for students of statistics, mathematics, finance and operational research.

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Stochastic Processes and Models - David Stirzaker

Synopsis "Stochastic Processes and Models "

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