Zobacz książki o podobnej tematyce

Więcej informacji o Stochastic Processes and Models

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 735 punkty

Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Mathematics & science Mathematics Applied mathematics

• Pełny tytuł: Stochastic Processes and Models
• Autor: David Stirzaker
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 342
• EAN: 9780198568131
• ISBN: 0198568134
• ID: 04527876
• Wydawca: Oxford University Press
• Waga: 682 g
• Wymiary: 254 × 178 × 25 mm
• Data wydania: 21. July 2005

Ulubione w innej kategorii

---

---

---