Stochastic Processes and Models by Stirzaker, David.

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About this item

Condition
New
Quantity
4 available
Format
Paperback
ISBN
9780198568148
Publisher
Oxford University Press
MPN
N/A
EAN
9780198568148

Item description

"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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