You might also like

More about Stochastic Processes and Models

• Book details
• Synopsis
• Trending among others

You get 785 loyalty points

Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Stochastic Processes and Models
• Author: David Stirzaker
• Language: English
• Binding: Hardback
• Number of pages: 342
• EAN: 9780198568131
• ISBN: 0198568134
• ID: 04527876
• Publisher: Oxford University Press
• Weight: 682 g
• Dimensions: 254 × 178 × 25 mm
• Date of publishing: 21. July 2005

Trending among others

---

---

---