Stochastic Processes and Models 2024 pdf epub mobi 电子书

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发表于2024-11-24

Stochastic Processes and Models 2024 pdf epub mobi 电子书

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出版者:OUP Oxford

作者:David Stirzaker

出品人:

页数:342

译者:

出版时间:2005-7-21

价格:GBP 127.50

装帧:Hardcover

isbn号码:9780198568131

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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 2024 pdf epub mobi 电子书

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