Oxford University Press - Stochastic Processes and Models

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Oxford University Press - Stirzaker D. - Stochastic Processes and Models   

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

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关键词：University Stochastic Processes Universit Stochast University particular exercises concepts problems

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