Elements of stochastic modelling

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書誌事項

Elements of stochastic modelling

Konstantin Borovkov

World Scientific, c2024

3rd ed

  • : paperback

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注記

Revised edition of: Elements of stochastic modelling / Konstantin Borovkov. 2nd ed., c2014

Summary: "This is a thoroughly revised and expanded third edition of a successful university textbook that provides a broad introduction to key areas of stochastic modelling. The previous edition was developed from lecture notes for two one-semester courses for third-year science and actuarial students at the University of Melbourne. This book reviews the basics of probability theory and presents topics on Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. It also features elements of stochastic calculus and introductory mathematical finance. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling."--Back cover

Includes bibliographical references and index

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