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Více informací o knize Stochastic Processes and Models

• Parametry knihy
• Anotace
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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Stochastic Processes and Models
• Autor: David Stirzaker
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 342
• EAN: 9780198568131
• ISBN: 0198568134
• ID: 04527876
• Nakladatelství: Oxford University Press
• Hmotnost: 682 g
• Rozměry: 254 × 178 × 25 mm
• Datum vydání: 21. July 2005

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