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Résultats pour "Stochastic Modelling and Applied Probability"
-
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Eckhard Platen, Nicola Bruti-Liberati
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 64
- In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dy... Savoir plus
137,45 €Livraison sous 1 à 4 semaines137,45 €Livraison sous 1 à 4 semaines -
Linear Multivariable Control
W M Wonham
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 10
- In wntmg this monograph my aim has been to present a "geometric" approach to the structural synthesis of multivariable control systems that are linear... Savoir plus
305,45 €Livraison 2 à 3 semaines305,45 €Livraison 2 à 3 semaines -
Fundamentals of Queueing Networks
Hong Chen, David D Yao
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 46
- This book aims to collect in a single volume the essentials of stochastic networks. Stochastic networks have become widely used as a basic model of ma... Savoir plus
152,95 €Livraison 2 à 3 semaines152,95 €Livraison 2 à 3 semaines -
Deterministic and Stochastic Optimal Control
Wendell H Fleming, Raymond W Rishel
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 1
- A classic reference, this book is being reprinted because many of its results have found applications in the popular area of mathematical finance. Savoir plus
274,95 €Livraison 2 à 3 semaines274,95 €Livraison 2 à 3 semaines -
Discrete-Time Markov Control Processes
Onesimo Hernandez-Lerma, Jean B Lasserre
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 30
- This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discr... Savoir plus
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines -
Discretization of Processes
Jean Jacod, Philip Protter
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 67
- In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made ... Savoir plus
147,95 €Livraison sous 1 à 4 semaines147,95 €Livraison sous 1 à 4 semaines -
Stochastic Integration and Differential Equations
Philip Protter
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 21
- It has been 15 years since the first edition of Stochastic Integration and Differential Equations , A New Approach appeared, and in those years many o... Savoir plus
126,95 €Livraison sous 1 à 4 semaines126,95 €Livraison sous 1 à 4 semaines -
Discrete-Time Markov Chains
G George Yin, Qing Zhang
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 55
- This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and c... Savoir plus
166,45 €Livraison 2 à 3 semaines166,45 €Livraison 2 à 3 semaines -
Gaussian Random Processes
I a Ibragimov, Y a Rozanov
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 9
- The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual ... Savoir plus
198,45 €Livraison 2 à 3 semaines198,45 €Livraison 2 à 3 semaines -
Stochastic Portfolio Theory
E Robert Fernholz
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 48
- Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of t... Savoir plus
151,45 €Livraison 2 à 3 semaines151,45 €Livraison 2 à 3 semaines -
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
Harold Kushner
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 47
- There is great difficulty in solving the bulk of basic queueing problems without the use of the heavy traffic or some similar asymptotic approach. The... Savoir plus
83,95 €Livraison 2 à 3 semaines83,95 €Livraison 2 à 3 semaines -
Stochastic Simulation and Monte Carlo Methods
Carl Graham, Denis Talay
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 68
- In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers a... Savoir plus
73,95 €Livraison sous 1 à 4 semaines73,95 €Livraison sous 1 à 4 semaines -
Hybrid Switching Diffusions
G George Yin, Chao Zhu
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 63
- This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuou... Savoir plus
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines -
Introduction to Stochastic Networks
Richard Serfozo
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 44
- Stochastic networks describe the movements of units among nodes in a network. There are applications to telecommunication systems, warehousing, logist... Savoir plus
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines -
Stochastic Simulation and Monte Carlo Methods
Carl Graham, Denis Talay
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 68
- In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers a... Savoir plus
52,95 €Livraison sous 1 à 4 semaines52,95 €Livraison sous 1 à 4 semaines -
Applied Probability and Queues
Soeren Asmussen
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 51
- This book is an introduction to queueing theory. It provides a thorough treatment of Markov processes, renewal theory, regenerative processes, and ran... Savoir plus
213,95 €Livraison 2 à 3 semaines213,95 €Livraison 2 à 3 semaines -
Continuous-Time Markov Decision Processes
Xianping Guo, Onésimo Hernández-Lerma
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 62
- Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in... Savoir plus
116,45 €Livraison sous 1 à 4 semaines116,45 €Livraison sous 1 à 4 semaines -
Controlled Markov Processes and Viscosity Solutions
Wendell H Fleming, Halil Mete Soner
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 25
- This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors app... Savoir plus
274,95 €Livraison 2 à 3 semaines274,95 €Livraison 2 à 3 semaines -
Discrete-Time Markov Control Processes
Onesimo Hernandez-Lerma, Jean B Lasserre
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 30
- This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discr... Savoir plus
244,45 €Livraison 2 à 3 semaines244,45 €Livraison 2 à 3 semaines -
Stochastic Approximation and Recursive Algorithms and Applications
Harold Kushner, G George Yin
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 35
- The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and ... Savoir plus
305,45 €Livraison 2 à 3 semaines305,45 €Livraison 2 à 3 semaines -
Discrete Gambling and Stochastic Games
Ashok P Maitra, William D Sudderth
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 32
- The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was ... Savoir plus
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines -
Deterministic and Stochastic Optimal Control
Wendell H Fleming, Raymond W Rishel
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 1
- A classic reference, this book is being reprinted because many of its results have found applications in the popular area of mathematical finance. Savoir plus
274,95 €Livraison 2 à 3 semaines274,95 €Livraison 2 à 3 semaines -
Stochastic Controls
Jiongmin Yong, Xun Yu Zhou
- Livre relié | Anglais | Stochastic Modelling and Applied Probability | n° 43
- This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students i... Savoir plus
305,45 €Livraison 2 à 3 semaines305,45 €Livraison 2 à 3 semaines -
Stochastic Ordinary and Stochastic Partial Differential Equations
Peter Kotelenez
- Livre broché | Anglais | Stochastic Modelling and Applied Probability | n° 58
- Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic... Savoir plus
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines