Bøger om Stochastic analysis

Stochastic Processes (Hardback)

Comprehensive guide to stochastic processes. Accessible to beginning graduate students and researchers from applied disciplines. 2 b/w illus. 350 exercises...
Se mere om bogen

Periodicity and Stochastic Trends in Economic Time Series (Paperback)

This text provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. The analysis considers econometric theory, Monte Carlo simulation an...
Se mere om bogen

Bayesian Analysis of Stochastic Process Models (Hardback)

Bayesian Analysis of Stochastic Process Models provides analysis of stochastic processes from a Bayesian perspective with coverage of the main classes of stochastic processing, including modeling, com...
Se mere om bogen

Stochastic Modeling in Economics and Finance (Paperback)

black & white illustrations...
Se mere om bogen

Introductory Stochastic Analysis for Finance and Insurance (Hardback)

Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and u...
Se mere om bogen

Stochastic Equations Through the Eye of the Physicist (Hardback)

Basic Concepts, Exact Results and Asymptotic Approximations

Applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to various models, to produce exact or approximate solutions, or in worst case numeric procedures. Th...
Se mere om bogen

Cooperative Effects in Stochastic Models (Hardback)

A monograph that is devoted to an investigation of co-operative effects in stochastic models. The main object of this monograph is an analysis of an influence of a stochastic model structure on its ch...
Se mere om bogen

Distributions in Stochastic Network Models (Hardback)

Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory. Illustrations...
Se mere om bogen

Introduction to Stochastic Networks (Hardback)

Captures the developments in research in stochastic networks. 9 black & white illustrations...
Se mere om bogen

An Elementary Introduction to Mathematical Finance (Hardback)

The third edition of a textbook on the basics of option pricing designed for both professional traders and undergraduates studying the basics of finance. 19 b/w illus. 9 tables 175 exercises...
Se mere om bogen