Stochastic modelling and applied probability

• 関連文献: 30件

Stochastic modelling and applied probability

Springer

タイトル別名

SMAP

• WorldCat

Formerly : Applications of mathematics<BA00256802>

Continues : Probability theory and stochastic modelling<BB16477852>

関連文献: 30件中  1-20を表示

• 1

  Stochastic differential equations, backward SDEs, partial differential equations

  Etienne Pardoux, Aurel Răşcanu

  Springer c2014 Stochastic modelling and applied probability 69

  所蔵館23館

• 2

  Stochastic models in reliability

  Terje Aven, Uwe Jensen

  Springer c2013 2nd ed Stochastic modelling and applied probability 41

  所蔵館13館

• 3

  Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

  Carl Graham, Denis Talay

  Springer c2013 Stochastic modelling and applied probability 68

  所蔵館26館

• 4

  Continuous-time Markov chains and applications : a two-time-scale approach

  G. George Yin, Qing Zhang

  Springer c2013 2nd ed Stochastic modelling and applied probability 37

  所蔵館19館

• 5

  Discretization of processes

  Jean Jacod, Philip Protter

  Springer c2012 Stochastic modelling and applied probability 67

  : hbk , : pbk

  所蔵館29館

• 6

  Stochastic stability of differential equations

  Rafail Khasminskii ; with contributions by G.N. Milstein and M.B. Nevelson

  Springer c2012 Completely rev. and enl. 2nd ed Stochastic modelling and applied probability 66

  : [pbk.]

  所蔵館26館

• 7

  Numerical solution of stochastic differential equations with jumps in finance

  Eckhard Platen, Nicola Bruti-Liberati

  Springer c2010 Stochastic modelling and applied probability 64

  : softcover

  所蔵館1館

• 8

  Stochastic integration and differential equations

  Philip E. Protter

  Springer c2010 2nd ed., version 2.1 Stochastic modelling and applied probability 21

  : pbk

  所蔵館6館

• 9

  Numerical solution of stochastic differential equations with jumps in finance

  Eckhard Platen, Nicola Bruti-Liberati

  Springer c2010 Stochastic modelling and applied probability 64

  所蔵館23館

• 10

  Hybrid switching diffusions : properties and applications

  G. George Yin, Chao Zhu

  Springer Verlag c2010 Stochastic modelling and applied probability 63

  所蔵館19館

• 11

  Fundamentals of stochastic filtering

  Alan Bain, Dan Crisan

  Springer c2009 Stochastic modelling and applied probability 60

  : pbk

  所蔵館3館

• 12

  Continuous-time stochastic control and optimization with financial applications

  Huyên Pham

  Springer c2009 Stochastic modelling and applied probability 61

  : pbk

  所蔵館8館

• 13

  Martingale methods in financial modelling

  Marek Musiela, Marek Rutkowski

  Springer 2009 2nd ed., corr. 3rd printing Stochastic modelling and applied probability 36

  : pbk.

  所蔵館2館

• 14

  Martingale methods in financial modelling

  Marek Musiela, Marek Rutkowski

  Springer 2009 2nd ed., corr. 3rd printing Stochastic modelling and applied probability 36

  所蔵館6館

• 15

  Continuous-time Markov decision processes : theory and applications

  Xianping Guo, Onésimo Hernández-Lerma

  Springer Verlag 2009 Stochastic modelling and applied probability 62

  所蔵館26館

• 16

  Continuous-time stochastic control and optimization with financial applications

  Huyên Pham

  Springer c2009 Stochastic modelling and applied probability 61

  所蔵館38館

• 17

  Fundamentals of stochastic filtering

  Alan Bain, Dan Crisan

  Springer c2009 Stochastic modelling and applied probability 60

  所蔵館26館

• 18

  Modelling extremal events for insurance and finance

  Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

  Springer 2008 4th corr. print. and 8th print Stochastic modelling and applied probability 33

  : alk. paper

  所蔵館7館

• 19

  Hidden Markov models : estimation and control

  Robert J. Elliott, Lakhdar Aggoun, John B. Moore

  Springer 2008, c1995 [2nd ed] Stochastic modelling and applied probability 29

  所蔵館2館

• 20

  Stochastic control of hereditary systems and applications

  Mou-Hsiung Chang

  Springer c2008 Stochastic modelling and applied probability 59

  所蔵館27館

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