Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
David Stirzaker is at Oxford University.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Stochastic Processes and Models
Stock Image
Stochastic Processes and Models
Published by
Oxford University Press, 2005
ISBN 10: 0198568142
ISBN 13: 9780198568148
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780198568148. Seller Inventory # 9048446
Buy Used
US$ 35.94
US$ 18.22 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Stochastic Processes and Models
Published by
Oxford University Press, 2005
ISBN 10: 0198568142
ISBN 13: 9780198568148
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780198568148. Seller Inventory # 8983257
Buy Used
US$ 43.31
US$ 18.22 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Stochastic Processes And Models
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 3390836-n
Stock Image
Stochastic Processes and Models
Print on DemandSeller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780198568148
Seller Image
Stochastic Processes and Models
Published by
Oxford University Press, GB, 2005
ISBN 10: 0198568142
ISBN 13: 9780198568148
New
Paperback
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. 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. Seller Inventory # LU-9780198568148
Buy New
US$ 94.39
Free Shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Stochastic Processes And Models
Published by
Oxford University Press, 2005
ISBN 10: 0198568142
ISBN 13: 9780198568148
Used
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 3390836
Stock Image
Stochastic Processes and Models
Print on DemandSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9780198568148
Buy New
US$ 88.79
US$ 6.73 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Stochastic Processes and Models (eng)
Print on DemandSeller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 5 out of 5 stars
Condition: new. Questo è un articolo print on demand. Seller Inventory # c73b74a32d32c3e8977e6610c625fe08
Buy New
US$ 88.34
US$ 7.76 shipping
Ships from Italy to U.S.A.
Ships from Italy to U.S.A.
Quantity: Over 20 available
Stock Image
Stochastic Processes and Models
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780198568148_new
Buy New
US$ 87.61
US$ 16.05 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Stochastic Processes and Models
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
PF. Condition: New. Seller Inventory # 6666-IUK-9780198568148
Buy New
US$ 83.86
US$ 20.76 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 10 available