Stochastics books

3790 books were found.

Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003

Stochastic Methods in Finance: Lectures given at the...
Author: Kerry Back , Marco Frittelli ISBN: 9783540229537 Format: Paperback	$211.07
It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical... Read More >>

An Introduction to Markov Processes

An Introduction to Markov Processes
Author: Daniel W. Strook ISBN: 9783540234999 Format: Hardback	$211.07
Provides an introduction to the theory of Markov Processes on a countable state space. This book covers Doeblin's... Read More >>

Estimation in Conditionally Heteroscedastic Time Series Models

Estimation in Conditionally Heteroscedastic Time Series...
Author: Daniel Straumann ISBN: 9783540211358 Format: Paperback	$366.96
Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited... Read More >>

Abstraction, Refinement and Proof for Probabilistic Systems

Abstraction, Refinement and Proof for Probabilistic...
Author: Annabelle McIver , Charles Carroll Morgan ISBN: 9780387401157 Format: Hardback	$353.76
Illustrates by example the typical steps necessary in computer science to build a mathematical model of any programming... Read More >>

Introduction To The Geometry Of Stochastic Flows, An

Introduction To The Geometry Of Stochastic Flows, An...
Author: Fabrice Baudoin (Univ Paul Sabatier (Toulouse Iii), France) ISBN: 9781860944819 Format: Hardback	$170.78
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows. It studies... Read More >>

Recent Developments In Stochastic Analysis And Related Topics - Proceedings Of The First Sino-german Conf On Stochastic Analysis (A Satellite Conference Of Icm 2002)

Recent Developments In Stochastic Analysis And Related...
Author: Sergio Albeverio (Univ Bonn, Germany) , Zhi-ming Ma (Chinese Academy Of Sciences, China) ISBN: 9789812561046 Format: Hardback	$444.95
This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic... Read More >>

Topics in stochastic processes

Topics in stochastic processes
Author: Jerzy Zabczyk ISBN: 9788876421310 Format: Paperback	$79.07
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Probabilistic methods of investigating interior smoothness of harmonic functions associated with degenerate elliptic operators

Probabilistic methods of investigating interior smoothness...
Author: Nikolai Krylov ISBN: 9788876421402 Format: Paperback	$52.67
The lectures concentrate on some old and new relations between quasiderivatives of solutions to Ito stochastic equations... Read More >>

Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002

Seminar on Stochastic Analysis, Random Fields and Applications...
Author: Robert Dalang , Marco Dozzi ISBN: 9783764371319 Format: Hardback	$393.36
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Real and Stochastic Analysis: New Perspectives

Real and Stochastic Analysis: New Perspectives
Author: M. M. Rao , D.R. Bell ISBN: 9780817643324 Format: Hardback	$382.80
As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus... Read More >>

Stochastic Analysis And Mathematical Physics (Samp/anestoc 2002)

Stochastic Analysis And Mathematical Physics (Samp/anestoc...
Author: Rolando Rebolledo (Univ Catolica De Chile, Chile) , Jean-claude Zambrini (Gfmul, Univ De Lisbon, Portugal) ISBN: 9789812560643 Format: Hardback	$390.72
The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics... Read More >>

COMPSTAT 2004 - Proceedings in Computational Statistics: 16th Symposium Held in Prague, Czech Republic, 2004

COMPSTAT 2004 - Proceedings in Computational Statistics:...
Author: Jaromir Antoch ISBN: 9783790815542 Format: Paperback	$446.16
Statistical computing provides the link between statistical theory and applied statistics. The proceedings should... Read More >>

Mutually Catalytic Super Branching Random Walks: Large Finite Systems and Renormalization Analysis

Mutually Catalytic Super Branching Random Walks: Large...
Author: J.T. Cox , D.A. Dawson ISBN: 9780821835425 Format: Paperback	$113.30
Studies the evolution of the large finite spatial systems in size-dependent time scales and compare them with the... Read More >>

Fractal Geometry and Stochastics III

Fractal Geometry and Stochastics III
Author: Christoph Bandt , Umberto Mosco ISBN: 9783764370701 Format: Hardback	$366.96
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Products of Random Variables: Applications to Problems of Physics and to Arithmetical Functions

Products of Random Variables: Applications to Problems...
Author: Janos Galambos (Willow Grove, Pennsylvania, USA) , Italo Simonelli (Texas A&M University, College Station, USA) ISBN: 9780824754020 Format: Hardback	$567.00
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Innovation Approach To Random Fields, An: Application Of White Noise Theory

Innovation Approach To Random Fields, An: Application...
Author: Takeyuki Hida (Nagoya Univ & Meijo Univ, Japan) , Si Si (Aichi Prefectural Univ, Japan & Yangon Univ, Myanmar) ISBN: 9789812380951 Format: Hardback	$211.20
An exploration of random fields. The authors use an approach that firstly constructs innovation, which is the most... Read More >>

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium

Stochastic Processes And Applications To Mathematical...
Author: Jiro Akahori (Ritsumeikan Univ, Japan) , Shigeyoshi Ogawa (Ritsumeikan Univ, Japan) ISBN: 9789812387783 Format: Hardback	$299.43
This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals... Read More >>

Applied Stochastic Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions
Author: Bernt Oksendal , Agnes Sulem-Bialobroda ISBN: 9783540140238 Format: Paperback	$158.27
Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd... Read More >>

Stochastic Processes: Estimation, Optimisation and Analysis

Stochastic Processes: Estimation, Optimisation and Analysis...
Author: Kaddour Najim (Professor in the Process Control Laboratory, INP Toulouse, France. He is also a member of CENTOR at the University of Laval, Quebec, Canada) , Enso Ikonen (Adjunct Professor in Systems Engineering at the University of Oulu in Finland) ISBN: 9781903996553 Format: Hardback	$439.87
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Unstable Singularities and Randomness: Their Importance in the Complexity of Physical, Biological and Social Sciences

Unstable Singularities and Randomness: Their Importance...
Author: Joseph P. Zbilut ISBN: 9780444516138 Format: Hardback	$409.20
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Electronic Version of Modeling Random Systems Using Mathematica

Electronic Version of Modeling Random Systems Using...
Author: John R. Cogdell ISBN: 9780131475823 Format: CD-ROM	$62.30
This CD contains an electronic version of the original manuscript of Modeling Random Systems. With the free MathReader,... Read More >>

Statistik mit SAS

Statistik mit SAS
Author: Julius Dufner , Uwe Jensen ISBN: 9783519220886 Format: Paperback	$105.57
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Stochastic Analysis

Stochastic Analysis
Author: Ichiro Shigekawa ISBN: 9780821826263 Format: Paperback	$88.00
Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space - the space on... Read More >>

Stochastic Numerics for Mathematical Physics

Stochastic Numerics for Mathematical Physics
Author: Grigori Noah Milstein , Michael V. Tretyakov ISBN: 9783540211105 Format: Hardback	$472.56
In the second part of the book they construct numerical methods for solving complicated problems for partial differential... Read More >>

Probabilistic and Statistical Methods in Cryptology: An Introduction by Selected Topics

Probabilistic and Statistical Methods in Cryptology:...
Author: Daniel Neuenschwander ISBN: 9783540220015 Format: Paperback	$184.67
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