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Stochastic Processes and Models 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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David Stirzaker 作者

OUP Oxford

译者

2005-7-21 出版日期

342 页数

GBP 127.50 价格

Hardcover

丛书系列

9780198568131 图书编码

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Stochastic Processes and Models 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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.

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