Stochastic Processes and Models (BOK)

David Stirzaker

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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: random 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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2005 Forfatter David Stirzaker
Forlag
Oxford University Press
ISBN 9780198568148
Antall sider 342 Dimensjoner 17,2cm x 24,5cm x 1,9cm
Vekt 607 gram Leverandør Bertram Trading Ltd
Emner og form Stochastics