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Stochastic Processes and Models

Name: Stochastic Processes and Models
Brand: Oxford University Press
SKU: 04527876
Price: 322.64 EUR
Availability: InStock
Author: David Stirzaker
ISBN: 9780198568131

David Stirzaker

Língua

Inglês

Livro Livro de capa dura

Código Libristo: 04527876

Editoras Oxford University Press, julho 2005

Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic proce... Descrição completa

Código Libristo: 04527876

785 b

322.64 €

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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: 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.