Applied Semi-Markov Processes, Jacques Janssen; Raimondo Manca

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 11246.00 р.
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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: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 17609.00 р.
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Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: Parzen, Emanuel
Название: Stochastic processes
ISBN: 0898714419 ISBN-13(EAN): 9780898714418
Издательство: Mare Nostrum (Eurospan)
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Цена: 9656.00 р.
Наличие на складе: Нет в наличии.

Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.

Автор: N. Limnios; G. Oprisan
Название: Semi-Markov Processes and Reliability
ISBN: 1461266408 ISBN-13(EAN): 9781461266402
Издательство: Springer
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Цена: 14365.00 р.
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Описание: Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia- bility.

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: 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: Janssen
Название: Applied diffusion processes from Engineering to Finance
ISBN: 1848212496 ISBN-13(EAN): 9781848212497
Издательство: Wiley
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Цена: 26445.00 р.
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Описание: The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance.

Автор: Richard Serfozo
Название: Basics of Applied Stochastic Processes
ISBN: 3642430430 ISBN-13(EAN): 9783642430435
Издательство: Springer
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Цена: 9781.00 р.
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Описание: This book gives an in-depth description of the structure and basic properties of the following stochastic processes commonly used in applications: Markov chains and continues time, renewal and regenerative processes, Poisson processes and Brownian motion.

Автор: J. George Shanthikumar; Ushio Sumita
Название: Applied Probability and Stochastic Processes
ISBN: 0792384393 ISBN-13(EAN): 9780792384397
Издательство: Springer
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Цена: 41787.00 р.
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Описание: Offers a mixture of theoretical, algorithmic, and application chapters providing examples of the work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes.

Автор: Koralov
Название: Theory of Probability and Random Processes
ISBN: 3540254846 ISBN-13(EAN): 9783540254843
Издательство: Springer
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Цена: 8384.00 р.
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Описание: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

Автор: Dmitrii Silvestrov, Sergei Silvestrov
Название: Nonlinearly perturbed semi-Markov processes /
ISBN: 3319609874 ISBN-13(EAN): 9783319609874
Издательство: Springer
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Цена: 6986.00 р.
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Описание: The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.

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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Цена: 12157.00 р.
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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.