Stochastic Processes and Models
(Sprache: Englisch)
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.
Leider schon ausverkauft
versandkostenfrei
Buch (Kartoniert)
58.09 €
29 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Stochastic Processes and Models “
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.
Klappentext zu „Stochastic Processes and Models “
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.
Inhaltsverzeichnis zu „Stochastic Processes and Models “
- Probability and Random Variables
- Introduction to Stochastic Processes
- Markov Chains
- Markov Chains in Continuous Time
- Diffusions
- Hints and solutions to selected exercises
Bibliographische Angaben
- Autor: David Stirzaker
- 2005, 342 Seiten, Maße: 16,9 x 24,7 cm, Kartoniert (TB), Englisch
- Verlag: Oxford University Press
- ISBN-10: 0198568142
- ISBN-13: 9780198568148
- Erscheinungsdatum: 21.07.2005
Sprache:
Englisch
Rezension zu „Stochastic Processes and Models “
The book has an efficient writing style that is rarely found in mathematical textbooks; it is concise without being terse...Stochastic Processes and Models is an excellent foundational text both for grounding application orientated students in some basic theory and building intuition for those students interested in more advanced study in probability theory. John Fricks, Pennsylvania State University, USA, JASA, 2007, No.477, Page 389 This excellent introductory book on simple stochastic processes and models is designed for readers familiar with ideas of elementary probability theory. Ilya Pavlyukevitch
Kommentar zu "Stochastic Processes and Models"
0 Gebrauchte Artikel zu „Stochastic Processes and Models“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Stochastic Processes and Models".
Kommentar verfassen