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2013, ISBN 9781107039759, xx, 536 pages
"This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep... 
Mathematics | Stochastischer Prozess | Stochastic processes | Processus stochastiques
Book
2015, 2nd edition., Probability theory and stochastic modelling, ISBN 9784431551225, Volume 72, xv, 250
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze... 
Stochastic control theory | Dynamic programming | Probability Theory and Stochastic Processes | Mathematics | Functional Analysis | Partial Differential Equations
Book
2013, Chapman & Hall/CRC texts in statistical science series, ISBN 9781466557796, xxvii, 347
"Preface This book has grown out of my own experiences as teacher and researcher at a department in mathematical statistics with responsibilities both to an... 
Stochastic analysis | Stationary processes
Book
2013, 2013, Stochastic modelling and applied probability, ISBN 9783642393624, Volume 68., xvi, 260
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and... 
Monte Carlo method | Stochastic processes | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Numerical Analysis | Probability
Book
1974, Undergraduate texts in mathematics, ISBN 0387900969, x, 325
Book
2002, Springer series in operations research, ISBN 0387953582, 623
Stochastic Process Limits are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the... 
Stochastic processes | Queuing theory | Distribution (Probability theory | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Operations research | Mathematical statistics | Operations Research/Decision Theory
eBook
2015, 2015, Probability theory and stochastic modelling, ISBN 9783319128528, Volume 73, viii, 211
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden,... 
Stochastic integrals | Mathematical Concepts | Stochastic partial differential equations | Banach spaces | Probability Theory and Stochastic Processes | Mathematics | Quantitative Finance | Partial Differential Equations
Book
2005, Mathematical and analytical techniques with applications to engineering, ISBN 9780387251752, xx, 434
Derivation of Ito’s formulas, Girsanov’s theorems and martingale representation theorem for stochastic DEs with jumpsApplications to population... 
Stochastic differential equations | Mathematics | Engineering | Engineering Fluid Dynamics | Applications of Mathematics | Mathematical and Computational Physics | Appl.Mathematics/Computational Methods of Engineering | Financial Economics
Book
2014, Second edition., Mathematics and its applications, ISBN 3319121715, 685
This is the revised and enlarged 2nd edition of the authors' original text, which was intended to be a modest complement to Grenander's fundamental memoir on... 
Mathematical statistics | Mathematics | Stochastic processes | Probability Theory and Stochastic Processes | Fourier Analysis | Statistics, general | Applications of Mathematics | Measure and Integration
eBook
2016, Springer series in operations research and financial engineering, ISBN 3319296787, xv, 320 pages
Book
2014, Interdisciplinary applied mathematics, ISBN 3319084879, Volume 41., xvii, 679
Book
2010, Student mathematical library, ISBN 9780821848296, Volume 55, ix, 156
Book
2001, 1st ed., Handbook of statistics, ISBN 9780444500144, Volume 19., xvii, 967
Book
2013, Graduate studies in mathematics, ISBN 9781470409074, Volume 149, xi, 284
Book
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