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Stochastic Processes and Models 1st Edition by David Stirzaker 9780198568131 0198568134

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Stochastic Processes and Models David Stirzaker Digital Instant Download

Author(s): David Stirzaker
ISBN(s): 9780198568131, 0198568134
Edition: Kindle
File Details: PDF, 1.78 MB
Year: 2005
Language: english
SKU: EB-1980702 Category: Tag:

Stochastic Processes and Models 1st Edition by David Stirzaker – Ebook PDF Instant Download/Delivery: 9780198568131, 0198568134

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Product details:

ISBN 10: 0198568134

ISBN 13: 9780198568131

Author: David Stirzaker

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.

Table of contents:

  1. Probability and random variables

  2. Introduction to stochastic processes

  3. Markov chains

  4. Markov chains in continuous time

  5. Diffusions

  6. Hints and solutions for starred exercises and problems

  7. Further reading

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Tags: David Stirzaker, Stochastic, Processes, Models