Cycle Representations of Markov Processes, Sophia L. Kalpazidou

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes and Martingales
ISBN: 0521775930 ISBN-13(EAN): 9780521775939
Издательство: Cambridge Academ
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Цена: 11563.00 р.
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Описание: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Автор: Marcus
Название: Markov Processes, Gaussian Processes, and Local Times
ISBN: 1107403758 ISBN-13(EAN): 9781107403758
Издательство: Cambridge Academ
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Цена: 12038.00 р.
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Описание: Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through `mini-courses` on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.

Автор: Richard Boucherie; Nico M van Dijk
Название: Markov Decision Processes in Practice
ISBN: 3319477641 ISBN-13(EAN): 9783319477640
Издательство: Springer
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Цена: 30745.00 р.
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Описание: This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach.

Автор: Van Casteren Jan A
Название: Markov Processes, Feller Semigroups And Evolution Equations
ISBN: 9814322180 ISBN-13(EAN): 9789814322188
Издательство: World Scientific Publishing
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Цена: 41184.00 р.
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Описание: Provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. This book describes its generators and the link with stochastic differential equations in infinite dimensions.

Автор: Fleming Wendell H., Soner H.M.
Название: Controlled Markov Processes and Viscosity Solutions
ISBN: 0387260455 ISBN-13(EAN): 9780387260457
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Автор: Stroock Daniel W.
Название: An Introduction to Markov Processes
ISBN: 3540234519 ISBN-13(EAN): 9783540234517
Издательство: Springer
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Цена: 8384.00 р.
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Описание: This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes, and Martingales
ISBN: 0521775949 ISBN-13(EAN): 9780521775946
Издательство: Cambridge Academ
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Цена: 11405.00 р.
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Описание: Now available in paperback, this celebrated book has been prepared with readers` needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.