ReeksenStochastic Modelling and Applied Probability

21 Werken Populariteit 31,104 (203 Leden) 388 Boeken 0 Besprekingen ½ 3.6
ReeksvolgordeUitgave
Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) door Alan Bain 7 exemplaren
Stochastic Integration and Differential Equations door Philip E. Protter 24 exemplaren21
Numerical Methods for Stochastic Control Problems in Continuous Time door Harold J. Kushner 11 exemplaren24
Cycle representations of Markov processes door Sophia L. Kalpazidou 8 exemplaren26
A Probabilistic Theory of Pattern Recognition door Luc Devroye 36 exemplaren31
Modelling Extremal Events: for Insurance and Finance door Paul Embrechts 32 exemplaren33
Stochastic Approximation and Recursive Algorithms and Applications door Harold J. Kushner 10 exemplaren35
Martingale Methods in Financial Modelling door Marek Musiela 36 exemplaren36
Large Deviations Techniques and Applications door Amir Dembo 16 exemplaren38
Stochastic models in reliability door Terje Aven 8 exemplaren41
Stochastic Calculus and Financial Applications door J. Michael Steele 45 exemplaren45
Stochastic Portfolio Theory door E. Robert Fernholz 7 exemplaren48
Applied Probability and Queues door Soren Asmussen 8 exemplaren51
Stochastic Networks and Queues door Philippe Robert 3 exemplaren52
Monte Carlo Methods in Financial Engineering door Paul Glasserman 59 exemplaren53
Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications door G.George Yin 4 exemplaren55
Stochastic Simulation: Algorithms and Analysis door Søren Asmussen 17 exemplaren57
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations door Peter Kotelenez 8 exemplaren58
Stochastic Stability of Differential Equations door Rafail Zalmanovich Khasminskii 4 exemplaren66
Discretization of Processes door Jean Jacod 5 exemplaren67
Stochastic simulation and Monte Carlo methods mathematical foundations of stochastic simulation door Carl Graham 7 exemplaren68

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