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wanxiu至尊木虫 (知名作家)
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2005年9月牛津大学出版：概率分析法和模型
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Title: Stochastic Processes and Models Author: David Stirzaker Publisher: Oxford University Press, USA Publication Date: 2005-09-15 Number Of Pages: 344 http://z13.zupload.com/download. ... &filepath=46779 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. Pass: ebook_for_you |
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