stochastic modelling and applied probability

Stochastic Portfolio Theory

作者：E. Robert Fernholz 出版社：Springer Verlag 出版日：2002/05/01 裝訂：平裝

Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of

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2.

Stochastic Simulation and Monte Carlo Methods ― Mathematical Foundations of Stochastic Simulation

作者：Carl Graham; Denis Talay 出版社：Springer Verlag 出版日：2015/08/06 裝訂：平裝

In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more co

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定價：3499 元，優惠價：1 3499

3.

Stochastic Stability of Differential Equations

作者：Rafail Khasminskii 出版社：Springer-Verlag Berlin and Heidelberg GmbH & Co. K 出版日：2013/10/24 裝訂：平裝

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4.

Stochastic Differential Equations, Backward Sdes, Partial Differential Equations

作者：Etienne Pardoux; Aurel Rascanu 出版社：Springer Verlag 出版日：2014/07/31 裝訂：精裝

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial

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Large Deviations Techniques and Applications

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5.

Large Deviations Techniques and Applications

作者：Amir Dembo; Ofer Zeitouni 出版社：Springer Verlag 出版日：2009/12/04 裝訂：平裝

Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni,

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定價：3000 元，優惠價：9 2700

6.

Discretization of Processes

作者：Jean Jacod; Philip Protter 出版社：Springer Verlag 出版日：2011/10/22 裝訂：平裝

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious

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7.

Stochastic Models in Reliability

作者：Terje Aven; Uwe Jensen 出版社：Textstream 出版日：2013/08/31 裝訂：精裝

This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic proces

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8.

Controlled Markov Processes And Viscosity Solutions

作者：Wendell H. Fleming; H. Mete Soner 出版社：Springer Verlag 出版日：2006/02/28 裝訂：精裝

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p

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9.

Game Theory ― Lectures for Economists and Systems Scientists

作者：S. Kotz (EDT); Nikolai N. Vorob'ev; S. Kotz (TRN) 出版社：Springer Verlag 出版日：2011/10/14 裝訂：平裝

The basis for this book is a number of lectures given frequently by the author to third year students of the Department of Economics at Leningrad State University who specialize in economical cybernet

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10.

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

作者：Eckhard Platen; Nicola Bruti-Liberati 出版社：Springer-Verlag Berlin and Heidelberg GmbH & Co. K 出版日：2016/08/23 裝訂：平裝

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11.

Brownian Motion

作者：T. P. Speed (TRN); T. Hida 出版社：Springer Verlag 出版日：2012/02/03 裝訂：平裝

Following the publication of the Japanese edition of this book, several inter- esting developments took place in the area. The author wanted to describe some of these, as well as to offer suggestions

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12.

Stochastic Calculus and Financial Applications

作者：J. Michael Steele 出版社：Springer Verlag 出版日：2000/10/01 裝訂：平裝

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: "As the

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13.

Stochastic Approximation and Recursive Algorithms and Applications

作者：Harold J. Kushner; G. George Yin 出版社：Springer Verlag 出版日：2003/07/01 裝訂：平裝

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a

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14.

Continuous-Time Markov Chains and Applications

作者：George G. Yin; Qing Zhang 出版社：Springer Verlag 出版日：2012/10/23 裝訂：精裝

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It present

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15.

Optimal Stopping Rules

作者：A. N. Shiryaev; A. B. Aries (TRN) 出版社：Springer Verlag 出版日：2007/12/01 裝訂：平裝

Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as i

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16.

Controlled Diffusion Processes

作者：N. V. Krylov; A. B. Aries (TRN) 出版社：Springer Verlag 出版日：2008/12/04 裝訂：平裝

This book deals with the optimal control of solutions of fully observable Ito-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved a

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17.

Hidden Markov Models ― Estimation and Control

作者：Robert J. Elliott; Lakhdar Aggoun; John B. Moore 出版社：Springer Verlag 出版日：2010/12/01 裝訂：平裝

As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected

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18.

Stochastic Integration and Differential Equations ― Version 2.1

作者：Philip E. Protter 出版社：Springer Verlag 出版日：2010/12/01 裝訂：平裝

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published,

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19.

Numerical Solution of Stochastic Differential Equations

作者：Peter E. Kloeden; Eckhard Platen 出版社：Springer Verlag 出版日：1992/08/01 裝訂：平裝

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, the

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20.

Numerical Solution of Stochastic Differential Equations

作者：Peter Kloeden; Eckhard Platen 出版社：Springer Verlag 出版日：1992/08/01 裝訂：精裝

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, the

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Stochastic Portfolio Theory

Stochastic Simulation and Monte Carlo Methods ― Mathematical Foundations of Stochastic Simulation

Stochastic Stability of Differential Equations

Stochastic Differential Equations, Backward Sdes, Partial Differential Equations

Large Deviations Techniques and Applications

Discretization of Processes

Stochastic Models in Reliability

Controlled Markov Processes And Viscosity Solutions

Game Theory ― Lectures for Economists and Systems Scientists

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Brownian Motion

Stochastic Calculus and Financial Applications

Stochastic Approximation and Recursive Algorithms and Applications

Continuous-Time Markov Chains and Applications

Optimal Stopping Rules

Controlled Diffusion Processes

Hidden Markov Models ― Estimation and Control

Stochastic Integration and Differential Equations ― Version 2.1

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations