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Stochastic Processes and Models David Stirzaker (, Oxford University)

Stochastic Processes and Models par David Stirzaker (, Oxford University)

Stochastic Processes and Models David Stirzaker (, Oxford University)

€40.00
État - Très bon état
Épuisé
Très bon état

Résumé

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.

Stochastic Processes and Models Résumé

Stochastic Processes and Models David Stirzaker (, Oxford University)

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.

Stochastic Processes and Models Avis

...the author has indeed produced a very good textbook...the book or any of its chapters can be strongly recommended to any university with a modern probability programme...' * Alexander Veretennikov, Bulletin of the London Mathematical Society, *
Strongly recommended to students and their teachers * Jordan Stoyanov, JRSSA *
The book has an efficient writing style that is rarely found in mathematical textbooks; it is concise without being terse...Stochastic Processes and Models is an excellent foundational text both for grounding application orientated students in some basic theory and building intuition for those students interested in more advanced study in probability theory. * John Fricks, Pennsylvania State University, USA, JASA, 2007 *
This excellent introductory book on simple stochastic processes and models is designed for readers familiar with ideas of elementary probability theory. * Ilya Pavlyukevitch, Zentralblatt Math, Vol 1084 *

Sommaire

Probability and Random Variables ; Introduction to Stochastic Processes ; Markov Chains ; Markov Chains in Continuous Time ; Diffusions ; Hints and solutions to selected exercises

Informations supplémentaires

GOR013688637
9780198568131
0198568134
Stochastic Processes and Models David Stirzaker (, Oxford University)
David Stirzaker (, Oxford University)
Occasion - Très bon état
Relié
Oxford University Press
2005-07-21
342
N/A
La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Il s'agit d'un livre d'occasion - par conséquent, il a été lu par quelqu'un d'autre et il présente des signes d'usure et d'utilisation antérieure. Dans l'ensemble, nous nous attendons à ce qu'il soit en très bon état, mais si vous n'êtes pas entièrement satisfait, veuillez prendre contact avec nous.