ReihenStochastic Modelling and Applied Probability

21 Werke Beliebtheit 31,373 (203 Mitglieder) 388 Bücher 0 Rezensionen ½ 3.6
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Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability) von Alan Bain 7 Exemplare
Stochastic Integration and Differential Equations von Philip E. Protter 24 Exemplare21
Numerical Methods for Stochastic Control Problems in Continuous Time von Harold J. Kushner 11 Exemplare24
Cycle representations of Markov processes von Sophia L. Kalpazidou 8 Exemplare26
A Probabilistic Theory of Pattern Recognition von Luc Devroye 36 Exemplare31
Modelling Extremal Events: for Insurance and Finance von Paul Embrechts 32 Exemplare33
Stochastic Approximation and Recursive Algorithms and Applications von Harold J. Kushner 10 Exemplare35
Martingale Methods in Financial Modelling von Marek Musiela 36 Exemplare36
Large Deviations Techniques and Applications von Amir Dembo 16 Exemplare38
Stochastic models in reliability von Terje Aven 8 Exemplare41
Stochastic Calculus and Financial Applications von J. Michael Steele 45 Exemplare45
Stochastic Portfolio Theory von E. Robert Fernholz 7 Exemplare48
Applied Probability and Queues von Soren Asmussen 8 Exemplare51
Stochastic Networks and Queues von Philippe Robert 3 Exemplare52
Monte Carlo Methods in Financial Engineering von Paul Glasserman 59 Exemplare53
Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications von G.George Yin 4 Exemplare55
Stochastic Simulation: Algorithms and Analysis von Søren Asmussen 17 Exemplare57
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations von Peter Kotelenez 8 Exemplare58
Stochastic Stability of Differential Equations von Rafail Zalmanovich Khasminskii 4 Exemplare66
Discretization of Processes von Jean Jacod 5 Exemplare67
Stochastic simulation and Monte Carlo methods mathematical foundations of stochastic simulation von Carl Graham 7 Exemplare68

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