Basics of Applied Stochastic Processes

Basics of Applied Stochastic Processes

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an i...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Serfozo, Richard (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Σειρά:	Probability and Its Applications,
Θέματα:	Mathematics. Mathematical models. Probabilities. Probability Theory and Stochastic Processes. Mathematical Modeling and Industrial Mathematics.
Διαθέσιμο Online:	Full Text via HEAL-Link

Παρόμοια τεκμήρια

Stochastic Modeling
ανά: Lanchier, Nicolas
Έκδοση: (2017)

Stochastic Geometry, Spatial Statistics and Random Fields Models and Algorithms /
Έκδοση: (2015)

Potential Analysis of Stable Processes and its Extensions
ανά: Bogdan, Krzysztof, κ.ά.
Έκδοση: (2009)

Stochastic Analysis in Discrete and Continuous Settings With Normal Martingales /
ανά: Privault, Nicolas
Έκδοση: (2009)

Stochastic Biomathematical Models with Applications to Neuronal Modeling /
Έκδοση: (2013)

Bootstrapping Stationary ARMA-GARCH Models
ανά: Shimizu, Kenichi
Έκδοση: (2010)

Brownian Motion, Martingales, and Stochastic Calculus
ανά: Le Gall, Jean-François
Έκδοση: (2016)

The Poisson-Dirichlet Distribution and Related Topics Models and Asymptotic Behaviors /
ανά: Feng, Shui
Έκδοση: (2010)

Theory and Applications of Stochastic Processes An Analytical Approach /
ανά: Schuss, Zeev
Έκδοση: (2010)

An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /
ανά: Capasso, Vincenzo, κ.ά.
Έκδοση: (2015)

An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /
ανά: Capasso, Vincenzo, κ.ά.
Έκδοση: (2012)

Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
ανά: Küchler, Christian
Έκδοση: (2009)

Modeling with Itô Stochastic Differential Equations
ανά: Allen, E.
Έκδοση: (2007)

Stochastic Analysis of Biochemical Systems
ανά: Anderson, David F., κ.ά.
Έκδοση: (2015)

Applied Semi-Markov Processes
ανά: Janssen, Jacques, κ.ά.
Έκδοση: (2006)

Handbook of Partial Least Squares Concepts, Methods and Applications /
Έκδοση: (2010)

Input Modeling with Phase-Type Distributions and Markov Models Theory and Applications /
ανά: Buchholz, Peter, κ.ά.
Έκδοση: (2014)

Process Optimization A Statistical Approach /
ανά: Castillo, Enrique Del
Έκδοση: (2007)

Stochastic Processes
ανά: Borodin, Andrei N.
Έκδοση: (2017)

Geometric Modelling, Numerical Simulation, and Optimization Applied Mathematics at SINTEF /
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Linear Mixed Models for Longitudinal Data
ανά: Verbeke, Geert, κ.ά.
Έκδοση: (2000)

Heavy-Tail Phenomena Probabilistic and Statistical Modeling /
ανά: Resnick, Sidney I.
Έκδοση: (2007)

Exponential Families of Stochastic Processes
ανά: Küchler, Uwe, κ.ά.
Έκδοση: (1997)

An Introduction to Queueing Theory and Matrix-Analytic Methods
ανά: Breuer, L., κ.ά.
Έκδοση: (2005)

The Theory of Stochastic Processes III
ανά: Gikhman, Iosif Ilyich, κ.ά.
Έκδοση: (2007)

An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /
ανά: Capasso, Vincenzo, κ.ά.
Έκδοση: (2005)

Applied Stochastic Processes
ανά: Lefebvre, Mario
Έκδοση: (2007)

Advances in Probabilistic Graphical Models
Έκδοση: (2007)

The Mathematics of Elections and Voting
ανά: Wallis, W.D
Έκδοση: (2014)

Stochastic Discrete Event Systems Modeling, Evaluation, Applications /
ανά: Zimmermann, Armin
Έκδοση: (2008)

Markov Chains: Models, Algorithms and Applications
ανά: Ching, Wai-Ki, κ.ά.
Έκδοση: (2006)

Design and Analysis of Simulation Experiments
ανά: Kleijnen, Jack P.C
Έκδοση: (2008)

Modeling with ItΓ΄ Stochastic Differential Equations
ανά: Allen, E. ((Edward))
Έκδοση: (2007)

Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry /
Έκδοση: (2016)

Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach /
ανά: Holden, Helge, κ.ά.
Έκδοση: (2010)

Stochastic Finance
Έκδοση: (2006)

A Forward-Backward SDEs Approach to Pricing in Carbon Markets
ανά: Chassagneux, Jean-François, κ.ά.
Έκδοση: (2017)

An Introduction to Mathematical Finance with Applications Understanding and Building Financial Intuition /
ανά: Petters, Arlie O., κ.ά.
Έκδοση: (2016)

Finance with Monte Carlo
ανά: Shonkwiler, Ronald W.
Έκδοση: (2013)

Stochastic and Infinite Dimensional Analysis
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