Stochastic Processes and Models
Language: English
Published by Oxford University Press, GB, 2005
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 100.99
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Add to basketItem description from seller
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.
Seller Inventory # LU-9780198568148
- Title
- Stochastic Processes and Models
- Author
- David Stirzaker
- Publisher
- Oxford University Press, GB
- Publication year
- 2005
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0198568142
- ISBN 13
- 9780198568148
- Item weight
- 595 grams
"Synopsis" may belong to another edition of this title.
Review
Strongly recommended to students and their teachers (Jordan Stoyanov, JRSSA)
The book has an efficient writing style that is rarely found in mathematical textbooks; it is concise without being terse...Stochastic Processes and Models is an excellent foundational text both for grounding application orientated students in some basic theory and building intuition for those students interested in more advanced study in probability theory. (John Fricks, Pennsylvania State University, USA, JASA, 2007)
This excellent introductory book on simple stochastic processes and models is designed for readers familiar with ideas of elementary probability theory. (Ilya Pavlyukevitch, Zentralblatt Math, Vol 1084)
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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