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An Introduction to Stochastic Orders

An Introduction to Stochastic Orders
  • Author : Felix Belzunce,Carolina Martinez Riquelme,Julio Mulero
  • Publisher : Academic Press
  • Release : 29 September 2015
GET THIS BOOKAn Introduction to Stochastic Orders

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties

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An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
  • Author : Howard M. Taylor,Samuel Karlin
  • Publisher : Academic Press
  • Release : 10 May 2014
GET THIS BOOKAn Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study

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Introduction to Stochastic Processes with R

Introduction to Stochastic Processes with R
  • Author : Robert P. Dobrow
  • Publisher : John Wiley & Sons
  • Release : 07 March 2016
GET THIS BOOKIntroduction to Stochastic Processes with R

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical freeware R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide

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An Introduction to the Geometry of Stochastic Flows

An Introduction to the Geometry of Stochastic Flows
  • Author : Fabrice Baudoin
  • Publisher : World Scientific
  • Release : 09 December 2021
GET THIS BOOKAn Introduction to the Geometry of Stochastic Flows

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations,

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An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
  • Author : Howard M. Taylor,Samuel Karlin
  • Publisher : Gulf Professional Publishing
  • Release : 20 February 1998
GET THIS BOOKAn Introduction to Stochastic Modeling

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of

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An Introduction to Probability and Stochastic Processes

An Introduction to Probability and Stochastic Processes
  • Author : James L. Melsa,Andrew P. Sage
  • Publisher : Courier Corporation
  • Release : 18 September 2013
GET THIS BOOKAn Introduction to Probability and Stochastic Processes

Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

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Introduction to Stochastic Processes, Second Edition

Introduction to Stochastic Processes, Second Edition
  • Author : Gregory F. Lawler
  • Publisher : CRC Press
  • Release : 16 May 2006
GET THIS BOOKIntroduction to Stochastic Processes, Second Edition

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory. For those lacking

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Introduction to Stochastic Calculus with Applications

Introduction to Stochastic Calculus with Applications
  • Author : Fima C. Klebaner
  • Publisher : Imperial College Press
  • Release : 09 December 2021
GET THIS BOOKIntroduction to Stochastic Calculus with Applications

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus

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Introduction to Stochastic Processes

Introduction to Stochastic Processes
  • Author : Paul G. Hoel,Sidney C. Port,Charles J. Stone
  • Publisher : Waveland Press
  • Release : 01 December 1986
GET THIS BOOKIntroduction to Stochastic Processes

An excellent introduction for computer scientists and electrical and electronics engineers who would like to have a good, basic understanding of stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of

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Introduction to Stochastic Finance

Introduction to Stochastic Finance
  • Author : Jia-An Yan
  • Publisher : Springer
  • Release : 10 October 2018
GET THIS BOOKIntroduction to Stochastic Finance

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financial markets are also included. The basic theory of probability and Ito's theory of stochastic analysis, as

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Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Øksendal
  • Publisher : Springer Science & Business Media
  • Release : 09 November 2010
GET THIS BOOKStochastic Differential Equations

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless

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Introduction to Stochastic Integration

Introduction to Stochastic Integration
  • Author : K.L. Chung,R.J. Williams
  • Publisher : Springer Science & Business Media
  • Release : 09 November 2013
GET THIS BOOKIntroduction to Stochastic Integration

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then It’s change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of

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An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics
  • Author : Don S. Lemons
  • Publisher : Johns Hopkins University Press+ORM
  • Release : 29 April 2003
GET THIS BOOKAn Introduction to Stochastic Processes in Physics

This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908

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An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations
  • Author : Lawrence C. Evans
  • Publisher : American Mathematical Soc.
  • Release : 11 December 2012
GET THIS BOOKAn Introduction to Stochastic Differential Equations

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. --Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only

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Introduction to Stochastic Dynamic Programming

Introduction to Stochastic Dynamic Programming
  • Author : Sheldon M. Ross
  • Publisher : Academic Press
  • Release : 10 July 2014
GET THIS BOOKIntroduction to Stochastic Dynamic Programming

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist—providing counterexamples where appropriate—and then presents methods for

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