Stochastic Processes and Models
By (author) David Stirzaker
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Stochastic Processes and Models by David Stirzaker
Book DescriptionStochastic 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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Book DetailsISBN: 9780198568148
(245mm x 172mm x 19mm)
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 21-Jul-2005
Country of Publication: United Kingdom
Books By Author David Stirzaker
Cambridge Dictionary of Probability and its Applications, Hardback (September 2015)
The first dictionary of probability and its applications in English. Guides you through the concepts and vocabulary. An essential reference.
Stochastic Processes and Models, Hardback (July 2005)
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.
Elementary Probability, Paperback (August 2003)
A fully revised and updated second edition of a popular undergraduate textbook on elementary probability theory.
Probability and Random Processes, Paperback (May 2001)» View all books by David Stirzaker
Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume.
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