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(Ebook) Stochastic Processes and Models by David Stirzaker ISBN 9780198568131, 9780198568148, 0198568134, 0198568142

  • SKU: EBN-1980702
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4.3

24 reviews
Instant download (eBook) Stochastic Processes and Models after payment.
Authors:David Stirzaker
Pages:342 pages.
Year:2005
Publisher:Oxford University Press, USA
Language:english
File Size:1.78 MB
Format:pdf
ISBNS:9780198568131, 9780198568148, 0198568134, 0198568142
Categories: Ebooks

Product desciption

(Ebook) Stochastic Processes and Models by David Stirzaker ISBN 9780198568131, 9780198568148, 0198568134, 0198568142

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.
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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