Stochastic Processes and Models

by David Stirzaker

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0198568142
• ISBN13: 9780198568148
• Release Date: September 2005
• Publisher: Oxford University Press, USA
• Length: 342 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.7" x 6.8" x 9.7"