• 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

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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

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