Stochastic processes.
概要
| 作品: | 496 作品在 145 項出版品 145 種語言 | |
|---|---|---|
書目資訊
Almost sure invariance principles for partial sums of weakly dependent random variables /
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Elementary probability theory : = with stochastic processes and an introduction to mathematical finance /
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Point process theory and applications : = marked point and piecewise deterministic processes /
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Stochastic models with applications to genetics, cancers, AIDS and other biomedical systems /
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Optimal portfolios = stochastic models for optimal investment and risk management in continuous time /
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Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
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Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty /
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Quantum-classical correspondence : = dynamical quantization and the classical limit /
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Probability and stochastic processes : = a friendly introduction for electrical and computer engineers /
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Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness /
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Approximation and weak convergence methods for random processes, with applications to stochastic systems theory /
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Optimization of stochastic models : = the interface between simulation and optimization /
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Probability and stochastic processes : = a friendly introduction for electrical and computer engineers /
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Introduction to stochastic search and optimization : = estimation, simulation, and control /
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Stochastic-process limits : = an introduction to stochastic-process limits and their application to queues /
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Analogies between analogies = the mathematical reports of S.M. Ulam and his Los Alamos collaborators /
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Design and analysis of randomized algorithms : = introduction to design paradigms /
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Functional analysis for probability and stochastic processes : = an introduction /
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Stochastic-process limits = an introduction to stochastic-process limits and their application to queues /
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Differential equations driven by rough paths : = Ecole d'Ete de probabilites de Saint-Flour XXXIV-2004 /
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An Introduction to Continuous-Time Stochastic Processes = Theory, Models, and Applications to Finance, Biology, and Medicine /
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Applied stochastic processes and control for Jump-diffusions : = modeling, analysis, and computation /
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A continuous time econometric model of the United Kingdom with stochastic trends /
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Stochastic resonance : = from suprathreshold stochastic resonance to stochastic signal quantization /
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Stochastic analysis and applications to finance : = essays in honour of Jia-an Yan /
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Stochastic processes, finance and control : = a festschrift in honor of Robert J. Elliott /
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Coarse geometry and randomness : = École d'Été de Probabilitiés de Saint-Flour XLI - 2011 /
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Upper and lower bounds for stochastic processes : = modern methods and classical problems /
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Stochastic processes in genetics and evolution = computer experiments in the quantification of mutation and selection /
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Applied simulation and optimization = in logistics, industrial and aeronautical practice /
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Stochastic models with applications to genetics, cancers, AIDS, and other biomedical systems
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Quantitative sociodynamics : = stochastic methods and models of social interaction processes /
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Stochastics and optimization : = selected papers presented at the ISSO meeting, Gorguano, 1982 /
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Probability and random processes = with applications to signal processing and communications /
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Limit theorems for Markov chains and stochastic propertiesof dynamical systems by quasi-compactness
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Stochastic-process limits = an introduction to stochastic-process limits and their application to queues /
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Stochastic models, information theory, and lie groups.. Volume 1,. Classical results and geometric methods
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Theory of stochastic processes = with applications to financial mathematics and risk theory /
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Quantitative sociodynamics = stochastic methods and models of social interaction processes /
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Multidimensional stochastic processes as rough paths : = theory and applications /
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Stochastic models, information theory, and lie groups. = analytic methods and modern applications /. Volume 2
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Applied stochastic processes and control for Jump-diffusions = modeling, analysis, and computation /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Probability and random processes = with applications to signal processing and communications /
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Stochastic processes, finance and control = a festschrift in honor of Robert J. Elliott /
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Probability for statistics and machine learning : = fundamentals and advanced topics /
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Upper and lower bounds for stochastic processes = modern methods and classical problems /
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Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
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Stochastic processes and applications = diffusion processes, the Fokker-Planck and Langevin equations /
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Stochastic optimization methods = applications in engineering and operations research /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Ordered data analysis, modeling and health research methods = in honor of H. N. Nagaraja's 60th Birthday /
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Stochastic analysis for Gaussian random processes and fields : = with applications /
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Stochastic Cauchy problems in infinite dimensions : = generalized and regularized solutions /
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Non-homogeneous random walks = Lyapunov function methods for near-critical stochastic systems /
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Quantum noise : = a handbook of Markovian and non-Markovian quantum stochastic methods with applications to quantum optics /
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Stochastic narrow escape in molecular and cellular biology = analysis and applications /
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Recurrent event modeling based on the Yule process : = application to water network asset management /
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Applied simulation and optimization.. 2,. new applications in logistics, industrial and aeronautical practice
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Stochastic processes, multiscale modeling, and numerical methods for computational cellular biology
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Modern problems of stochastic analysis and statistics = selected contributions in honor of Valentin Konakov /
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Fundamentals of probability and stochastic processes with applications to communications
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Advanced simulation-based methods for optimal stopping and control = with applications in finance /
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Advanced numerical methods with Matlab 2 = resolution of nonlinear, differential and partial differential equations /
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Computer-based analysis of the Stochastic stability of mechanical structures driven by white and colored noise
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Multifractional stochastic fields = wavelet strategies in multifractional frameworks /
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Stochastic dominance option pricing = an alternative approach to option market research /
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Optimization under stochastic uncertainty = methods, control and random search methods /
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Continuous time processes for finance = switching, self-exciting, fractional and other recent dynamics /
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Stochastic models for prices dynamics in energy and commodity markets = an infinite-dimensional perspective /
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Solving optimization problems with the heuristic Kalman algorithm = new stochastic methods /
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Stochastic optimization methods = applications in engineering and operations research /
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