Stochastic Processes and Models
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86 913 Ft
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Product details:
- Publisher OUP Oxford
- Date of Publication 21 July 2005
- Number of Volumes laminated boards
- ISBN 9780198568131
- Binding Hardback
- No. of pages342 pages
- Size 254x178x25 mm
- Weight 682 g
- Language English
- Illustrations numerous mathematical equations and line drawings 0
Categories
Short description:
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.
MoreLong description:
...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...'
MoreTable of Contents:
Probability and Random Variables
Introduction to Stochastic Processes
Markov Chains
Markov Chains in Continuous Time
Diffusions
Hints and solutions to selected exercises
