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Stochastic processes and models
Paperback
€91.35
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- Book 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.
- Product Details
-
- ISBN
- 9780198568148
- Format
- Paperback
- Publisher
- Oxford University Press, (21 July 2005)
- Number of Pages
- 342
- Weight
- 595 grams
- Language
- English
- Dimensions
- 245 x 172 x 19.7 mm
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