Stochastic processes and models /
Material type:
TextPublication details: Oxford ; New York : Oxford University Press, c2005.Description: vi, 331 p. :illISBN: - 9780198568131
- 0198568134
- 519.2'3 STI
- QA274 .S76 2005
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
Monograph & others
|
CBN HQ Library General Stacks | Non-fiction | 519.2’3 STI (Browse shelf(Opens below)) | c.1 | Available | 31008100011150 | ||
|
Monograph & others
|
CBN HQ Library General Stacks | Non-fiction | 519.2’3 STI (Browse shelf(Opens below)) | c.2 | Available | 31008100011168 | ||
|
Monograph & others
|
CBN OWERRI BRANCH LIBRARY General Stacks | Non-fiction | 519.2'3 STI (Browse shelf(Opens below)) | c.1 | Available | 31008100540026 | ||
|
Monograph & others
|
CBN PORTHARCOURT BRANCH LIBRARY General Stacks | Non-fiction | 519.2'3 STI (Browse shelf(Opens below)) | c.1 | Available | 31008100520937 | ||
|
Monograph & others
|
CBN UYO BRANCH LIBRARY General Stacks | Non-fiction | 519.2'3 STI (Browse shelf(Opens below)) | c.1 | Available | 31008100551171 | ||
|
Monograph & others
|
CBN YOLA BRANCH LIBRARY General Stacks | Non-fiction | 519.2'3 STI (Browse shelf(Opens below)) | c.1 | Available | 31008100791553 |
Browsing CBN HQ Library shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)
| No cover image available | ||||||||
| 519.2'3 SHI Gaussian process regression analysis for functional data / | 519.2'3 SHI Gaussian process regression analysis for functional data / | 519.2’3 STI Stochastic processes and models / | 519.2’3 STI Stochastic processes and models / | 519.2'33 FRE Markov chains / | 519.5'02 MOO Standard statistical calculations/ | 519.5'02 NEA Statistics tables : |
Includes index.
Includes bibliographical references: p. 323.
The book 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.
rpm 24/05/2013
Loans
There are no comments on this title.