|
|
|
Item Details
Title:
|
STOCHASTIC PROCESSES AND MODELS
|
By: |
David Stirzaker |
Format: |
Paperback |
List price:
|
£57.00 |
Our price: |
£49.88 |
Discount: |
|
You save:
|
£7.12 |
|
|
|
|
ISBN 10: |
0198568142 |
ISBN 13: |
9780198568148 |
Availability: |
Usually dispatched within 1-3 weeks.
Delivery
rates
|
Stock: |
Currently 0 available |
Publisher: |
OXFORD UNIVERSITY PRESS |
Pub. date: |
21 July, 2005 |
Pages: |
342 |
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. |
Synopsis: |
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. |
Publication: |
UK |
Imprint: |
Oxford University Press |
Returns: |
Returnable |
|
|
|
|
Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
|
|
|
|
|
|
|
|
|
|
|