Call Boomerang Books 1300 36 33 32

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.

Buy Stochastic Processes and Models book by David Stirzaker from Australia's Online Bookstore, Boomerang Books.

Book Details

ISBN: 9780198568148
ISBN-10: 0198568142
Format: Paperback
(245mm x 172mm x 19mm)
Pages: 342
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 21-Jul-2005
Country of Publication: United Kingdom

Other Editions


» Have you read this book? We'd like to know what you think about it - write a review about Stochastic Processes and Models book by David Stirzaker and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review

Books By Author David Stirzaker

Stochastic Processes and Models by David Stirzaker

Stochastic Processes and Models

Hardback, July 2005
Elementary Probability by David Stirzaker

Elementary Probability

Hardback, August 2003
Probability and Random Processes by David Stirzaker

Probability and Random Processes

Paperback, May 2001