stochastic modelling and applied probability

Stochastic Control of Hereditary Systems and Applications

作者：Mou-Hsiung Chang 出版社：Springer Verlag 出版日：2008/01/11 裝訂：精裝

This research monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs)

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2.

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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3.

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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4.

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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5.

A Probabilistic Theory of Pattern Recognition

作者：Luc Devroye; Laszlo Gyorfi; Gabor Lugosi 出版社：Springer Verlag 出版日：1996/01/01 裝訂：精裝

Pattern recognition presents one of the most significant challenges for scientists and engineers, and many different approaches have been proposed. The aim of this book is to provide a self-contained

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6.

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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7.

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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Continuous-Time Stochastic Control and Optimization With Financial Applications

90折

8.

Continuous-Time Stochastic Control and Optimization With Financial Applications

作者：Huyen Pham 出版社：Springer Verlag 出版日：2009/08/03 裝訂：精裝

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led t

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定價：3000 元，優惠價：9 2700

9.

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

10.

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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11.

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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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 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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14.

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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15.

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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16.

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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Large Deviations Techniques and Applications

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17.

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

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.

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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20.

Controlled Markov Processes and Viscosity Solutions

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

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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Stochastic Control of Hereditary Systems and Applications

Optimal Stopping Rules

Discretization of Processes

Continuous-Time Markov Chains and Applications

A Probabilistic Theory of Pattern Recognition

Hidden Markov Models ― Estimation and Control

Numerical Solution of Stochastic Differential Equations

Continuous-Time Stochastic Control and Optimization With Financial Applications

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

Controlled Diffusion Processes

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Stochastic Calculus and Financial Applications

Stochastic Models in Reliability

Stochastic Approximation and Recursive Algorithms and Applications

Controlled Markov Processes And Viscosity Solutions

Brownian Motion

Large Deviations Techniques and Applications

Stochastic Integration and Differential Equations ― Version 2.1

Game Theory ― Lectures for Economists and Systems Scientists

Controlled Markov Processes and Viscosity Solutions