SériesStochastic Modelling and Applied Probability

21 Œuvres Popularité 31,074 (203 Membres) 388 Livres 0 Critiques ½ 3.6
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Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) par Alan Bain 7 exemplaires
Stochastic Integration and Differential Equations par Philip E. Protter 24 exemplaires21
Numerical Methods for Stochastic Control Problems in Continuous Time par Harold J. Kushner 11 exemplaires24
Cycle representations of Markov processes par Sophia L. Kalpazidou 8 exemplaires26
A Probabilistic Theory of Pattern Recognition par Luc Devroye 36 exemplaires31
Modelling Extremal Events: for Insurance and Finance par Paul Embrechts 32 exemplaires33
Stochastic Approximation and Recursive Algorithms and Applications par Harold J. Kushner 10 exemplaires35
Martingale Methods in Financial Modelling par Marek Musiela 36 exemplaires36
Large Deviations Techniques and Applications par Amir Dembo 16 exemplaires38
Stochastic models in reliability par Terje Aven 8 exemplaires41
Stochastic Calculus and Financial Applications par J. Michael Steele 45 exemplaires45
Stochastic Portfolio Theory par E. Robert Fernholz 7 exemplaires48
Applied Probability and Queues par Soren Asmussen 8 exemplaires51
Stochastic Networks and Queues par Philippe Robert 3 exemplaires52
Monte Carlo Methods in Financial Engineering par Paul Glasserman 59 exemplaires53
Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications par G.George Yin 4 exemplaires55
Stochastic Simulation: Algorithms and Analysis par Søren Asmussen 17 exemplaires57
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations par Peter Kotelenez 8 exemplaires58
Stochastic Stability of Differential Equations par Rafail Zalmanovich Khasminskii 4 exemplaires66
Discretization of Processes par Jean Jacod 5 exemplaires67
Stochastic simulation and Monte Carlo methods mathematical foundations of stochastic simulation par Carl Graham 7 exemplaires68

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