Stochastic Processes: General Theory, Malempati M. Rao

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: 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: Liptser Robert S., Shiryaev Albert N., Aries B.
Название: Statistics of Random Processes / I. General Theory
ISBN: 3540639292 ISBN-13(EAN): 9783540639299
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Описание: The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.

Автор: I.B. MacNeill; G. Umphrey
Название: Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory
ISBN: 9401086222 ISBN-13(EAN): 9789401086226
Издательство: Springer
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Описание: On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro- fessor V.

Автор: Dmytro Gusak; Alexander Kukush; Alexey Kulik; Yuli
Название: Theory of Stochastic Processes
ISBN: 1461425069 ISBN-13(EAN): 9781461425069
Издательство: Springer
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Описание: Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

Автор: Malempati M. Rao
Название: Stochastic Processes - Inference Theory
ISBN: 3319121715 ISBN-13(EAN): 9783319121710
Издательство: Springer
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Описание: 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 stochastic processes and related inference theory.

Автор: K. Wickwire; Alexandr Borovkov
Название: Stochastic Processes in Queueing Theory
ISBN: 1461298687 ISBN-13(EAN): 9781461298687
Издательство: Springer
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Описание: The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book.