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


Stochastic Processes and Models

简体网页||繁体网页
David Stirzaker
Oxford University Press, USA
2005-08-23
342
USD 65.45
Paperback
9780198568148

图书标签: 数学  Statistics  Oxford.Press  Mathematics   


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

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

Stochastic Processes and Models pdf epub mobi txt 电子书 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: 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.

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