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Anglický jazyk
Stochastic Processes and Models
Autor: David Stirzaker
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... Viac o knihe
Na objednávku, dodanie 2-4 týždne
80.82 €
bežná cena: 89.80 €
O knihe
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.
- Vydavateľstvo: OUP Oxford
- Rok vydania: 2005
- Formát: Paperback
- Rozmer: 244 x 170 mm
- Jazyk: Anglický jazyk
- ISBN: 9780198568148
