Stochastic Processes and Models

Author/creator Stirzaker, David Author
Format Electronic
Publication InfoNew York : Oxford University Press, Incorporated
Description344 p. ill 09.690 x 06.730 in.
Supplemental ContentFull 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 restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2005019570
ISBN9780198568148
ISBN0198568142 (Perfect) On Demand
Standard identifier# 9780198568148
Stock number00020142

Availability

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Electronic Resources Access Content Online ✔ Available