2005, Modeling and simulation in science, engineering and technology, ISBN 0817632344, xi, 343

Book

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

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

Stochastic control theory | Dynamic programming | Probability Theory and Stochastic Processes | Mathematics | Functional Analysis | Partial Differential Equations

Book

2013, Mathematical surveys and monographs, ISBN 9781470410490, Volume no. 194., xvi, 189

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

Stochastic analysis | Stationary processes

Book

2015, Probability theory and stochastic modelling, ISBN 3319181378, Volume 75., xvii, 362

Book

7.
Stochastic simulation and Monte Carlo methods

: mathematical foundations of stochastic simulation

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

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

2013, ISBN 9781470410544, viii, 151 pages

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

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

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

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

Mathematical statistics | Mathematics | Stochastic processes | Probability Theory and Stochastic Processes | Fourier Analysis | Statistics, general | Applications of Mathematics | Measure and Integration

eBook

2017, Second edition., ISBN 1470429624, xvi, 447 pages

Book

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

1965, x, 398

Book

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