9780198568148

Stochastic Processes and Models

Format: 

ISBN13: 9780198568148

|9780198568148


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: 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.

ISBN-13

9780198568148

ISBN-10

0198568142

Weight

1.34 Pounds

Dimensions

6.73 x 0.78 x 9.69 In

List Price

$81.00

Edition

1st Edition

Format

-

Language

English

Pages

344 pages

Publisher

Oxford University Press

Published On

2005-09-15



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