Books  Ecological & Biological Sciences  Data Analysis & Modelling  Data Analysis & Statistics 

Stochastic Processes and Models


By: David Stirzaker

331 pages, Illus

Oxford University Press

Paperback | Dec 2005 | #155109 | ISBN: 0198568142
Availability: Usually dispatched within 5 days Details
NHBS Price: £38.99 $51/€44 approx

About this book

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.

The book has an efficient writing style that is rarely found in mathematical textbooks; it is concise without being terse...Stochastic Processes and Models is an excellent foundational text both for grounding application orientated students in some basic theory and building intuition for those students interested in more advanced study in probability theory. John Fricks, Pennsylvania State University, USA, JASA, 2007, No.477, Page 389 This excellent introductory book on simple stochastic processes and models is designed for readers familiar with ideas of elementary probability theory. Ilya Pavlyukevitch


Probability and Random Variables; Introduction to Stochastic Processes; Markov Chains; Markov Chains in Continuous Time; Diffusions; Hints and solutions to selected exercises

Write a review

There are currently no reviews for this book. Be the first to review this book!

Bestsellers in this subject

Statistics for Ecologists Using R and Excel

NHBS Price: £34.99 $46/€40 approx

Statistics for Archaeologists

NHBS Price: £54.99 $72/€62 approx

A First Course in Statistical Programming with R

NHBS Price: £34.99 $46/€40 approx

Handbook of Meta-analysis in Ecology and Evolution

NHBS Price: £60.99 $80/€69 approx

VAT: GB 407 4846 44
NHBS Ltd is registered in England and Wales: 1875194