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Stochastic Processes And Models David Stirzaker

  • SKU: BELL-1390182
Stochastic Processes And Models David Stirzaker
$ 31.00 $ 45.00 (-31%)

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Stochastic Processes And Models David Stirzaker instant download after payment.

Publisher: Oxford University Press, USA
File Extension: PDF
File size: 1.31 MB
Pages: 342
Author: David Stirzaker
ISBN: 9780198568148, 0198568142
Language: English
Year: 2005

Product desciption

Stochastic Processes And Models David Stirzaker by David Stirzaker 9780198568148, 0198568142 instant download after payment.

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.

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