Stochastic Processes and Applications, Pavliotis Grigorios A.

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

Автор: Doob J.l.
Название: Stochastic processes
ISBN: 0471523690 ISBN-13(EAN): 9780471523697
Издательство: Wiley
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Описание: A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.

Автор: Sergio Albeverio; Philip Blanchard; L. Streit
Название: Stochastic Processes and their Applications
ISBN: 0792308948 ISBN-13(EAN): 9780792308942
Издательство: Springer
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Описание: 'Et moi, ..., si j'avait su comment en revenIT, One service mathematics has rendered the je n'y serais point allt\.' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ..: 'One service logic has rendered com- puter science ..: 'One service category theory has rendered mathematics ..: . All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Автор: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
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Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

Автор: Chung K. L., AitSahlia Farid
Название: Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance
ISBN: 038795578X ISBN-13(EAN): 9780387955780
Издательство: Springer
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Описание: Provides an introduction to probability theory and its applications.

Автор: Grigorios A. Pavliotis
Название: Stochastic Processes and Applications
ISBN: 1493954792 ISBN-13(EAN): 9781493954797
Издательство: Springer
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Описание: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences.

Автор: M.J. Beckmann; M.N. Gopalan; R. Subramanian
Название: Stochastic Processes and their Applications
ISBN: 3540546359 ISBN-13(EAN): 9783540546351
Издательство: Springer
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Описание: Deals with stochastic tools with special reference to applications in the areas of physics, biology and operations research. Some of the papers deal with the rich theory of point processes in physics and operations research. Covers proceedings of a symposium in honour of Professor S.K. Srinivasan.

Автор: Hiroaki Morimoto
Название: Stochastic Control and Mathematical Modeling Applications in Economics
ISBN: 0521195039 ISBN-13(EAN): 9780521195034
Издательство: Cambridge Academ
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Описание: This concise and elementary introduction to stochastic control and mathematical modelling is designed for researchers in stochastic control theory studying its application in mathematical economics, and for interested economics researchers. Also suitable for graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.

Автор: Wolfgang Paul; J?rg Baschnagel
Название: Stochastic Processes; From Physics to Finance
ISBN: 3319003267 ISBN-13(EAN): 9783319003269
Издательство: Springer
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Описание: This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.