Stochastic Processes and Models Paperback English by David Stirzaker

338.00

توصيل مجاني

احصل عليه خلال 25 - 29 يوليو

اطلب في غضون 13 ساعة 47 دقيقة

مدفوعات آمنة

نظرة عامة على المنتج

الناشر	OUP Oxford
تنسيق الكتاب	غلاف ورقي
وصف الكتاب	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.
عدد الصفحات	342

رقم الكتاب المعياري الدولي 13	9780198568148
اللغة	الإنجليزية
المراجعة التحريرية	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 * 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 * Strongly recommended to students and their teachers * Jordan Stoyanov, JRSSA * ...the author has indeed produced a very good textbook...the book or any of its chapters can be strongly recommended to any university with a modern probability programme...' * Alexander Veretennikov, Bulletin of the London Mathematical Society,

مجموع السلة  338.00

Stochastic Processes and Models Paperback English by David Stirzaker

338.00

 338