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Viac informácií o knihe Stochastic Processes and Models

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Stochastic Processes and Models
• Autor: David Stirzaker
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 342
• EAN: 9780198568148
• ISBN: 0198568142
• ID: 04477277
• Nakladateľ: Oxford University Press
• Hmotnosť: 592 g
• Rozmery: 247 × 169 × 18 mm
• Dátum vydania: 21. July 2005

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