Stochastic Processes and Models
| Author/creator | Stirzaker, David Author |
| Format | Electronic |
| Publication Info | New York : Oxford University Press, Incorporated |
| Description | 344 p. ill 09.690 x 06.730 in. |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Subjects |
| Summary | Annotation Stochastic Processes and Modelsprovides 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2005019570 |
| ISBN | 9780198568148 |
| ISBN | 0198568142 (Perfect) On Demand |
| Standard identifier# | 9780198568148 |
| Stock number | 00020142 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |