Search "stochastic processes"

Devolder, Pierre - Basic Stochastic Processes, ebook

Basic Stochastic Processes

Devolder, Pierre


This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential

Nakagawa, Toshio - Stochastic Processes, ebook

Stochastic Processes

Nakagawa, Toshio


Table of contents
1. Introduction
Toshio Nakagawa
2. Poisson Processes
Toshio Nakagawa
3. Renewal Processes
Toshio Nakagawa
4. Markov Chains
Toshio Nakagawa
5. Semi-Markov and Markov Renewal Processes
Toshio Nakagawa

Florescu, Ionut - Probability and Stochastic Processes, ebook

Probability and Stochastic Processes

Florescu, Ionut


A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications
With a sophisticated approach, Probability and Stochastic

Bezandry, Paul H. - Almost Periodic Stochastic Processes, ebook

Almost Periodic Stochastic Processes

Bezandry, Paul H.


An Introduction to Stochastic Differential Equations
Paul H. Bezandry, Toka Diagana
4. P-th Mean Almost Periodic Random Functions
Paul H. Bezandry, Toka Diagana
5. Existence Results for Some Stochastic Differential

Crisan, Dan - Stochastic Analysis 2010, ebook

Stochastic Analysis 2010

Crisan, Dan


A Laplace Principle for a Stochastic Wave Equation in Spatial Dimension Three
Víctor Ortiz-López, Marta Sanz-Solé
4. Intertwinned Diffusions by Examples
Xue-Mei Li
5. Efficient and Practical Implementations of Cubature on Wiener Space