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Stochastic Processes and Models by David…
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Stochastic Processes and Models

by David Stirzaker

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Amazon.com Product Description (ISBN 0198568134, Hardcover)

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: 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.

(retrieved from Amazon Thu, 12 Mar 2015 18:21:45 -0400)

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