Stochastic Processes and Models

Name: Stochastic Processes and Models
Brand: Oxford University Press
SKU: 9780198568131
Price: 6926 CZK
Availability: InStock

Autor: David Stirzaker

Jazyk:

Vazba: Pevná

Vydavatel: Oxford University Press

Dostupnost: 50 % šance

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

Informace o knize

Autor

David Stirzaker

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2005

Stránek

342

EAN

9780198568131

ISBN

0198568134

Enbook ID

04527876

Vydavatel

Oxford University Press

Hmotnost

682

Rozměry

178 x 254 x 25

Kompletní popis

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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Stochastic Processes and Models

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