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Stochastic Processes and Models

Häftad, Engelska, 2005

AvDavid Stirzaker,Oxford University) Stirzaker, David (

899 kr

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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: random 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.

Produktinformation

  • Utgivningsdatum2005-07-21
  • Mått172 x 245 x 19 mm
  • Vikt595 g
  • FormatHäftad
  • SpråkEngelska
  • Antal sidor342
  • FörlagOUP OXFORD
  • ISBN9780198568148

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