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Elements of Stochastic Modelling

Konstantin Borovkov
Publisher: 
World Scientific
Publication Date: 
2014
Number of Pages: 
482
Format: 
Paperback
Edition: 
2
Price: 
108.00
ISBN: 
9789814571159
Category: 
Textbook
We do not plan to review this book.
  • Introduction
  • Basics of Probability Theory
  • Markov Chains
  • Markov Decision Processes
  • The Exponential Distribution and Poisson Process
  • Jump Markov Processes
  • Elements of Queueing Theory
  • Elements of Renewal Theory
  • Elements of Time Series
  • Elements of Simulation
  • Martingales and Stochastic Calculus
  • Diffusion Processes
  • Elements of Mathematical Finance