Tous les ebooks de la collection "Stochastic Modelling and Applied Probability" - Springer

11 Livre(s)
Télécharger le livre : Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Etienne Pardoux , Aurel R?Scanu
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays...

Editeur : Springer
Parution : 2014-06-24
Collection : Stochastic Modelling and Applied Probability
ePub

137,14 €
Télécharger le livre : Stochastic Models in Reliability
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Stochastic Models in Reliability
Terje Aven , Uwe Jensen
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 processes.This framework allows analysts to formulate general failure...

Editeur : Springer
Parution : 2013-08-04
Collection : Stochastic Modelling and Applied Probability
ePub

94,94 €
Télécharger le livre : Continuous-Time Markov Chains and Applications
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Continuous-Time Markov Chains and Applications
G. George Yin , Qing Zhang
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 presents results on asymptotic expansions of solutions of Komogorov forward...

Editeur : Springer
Parution : 2012-11-14
Collection : Stochastic Modelling and Applied Probability
ePub

126,59 €
Télécharger le livre : Stochastic Stability of Differential Equations
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Stochastic Stability of Differential Equations
Rafail Khasminskii
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for...

Editeur : Springer
Parution : 2011-09-20
Collection : Stochastic Modelling and Applied Probability
ePub

126,59 €
Télécharger le livre : Stochastic Simulation: Algorithms and Analysis
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Stochastic Simulation: Algorithms and Analysis
Søren Asmussen , Peter W. Glynn
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based...

Editeur : Springer
Parution : 2007-07-14
Collection : Stochastic Modelling and Applied Probability
PDF

46,98 €
Télécharger le livre : Wave Propagation and Time Reversal in Randomly Layered Media
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Wave Propagation and Time Reversal in Randomly Layered Media
Jean-Pierre Fouque , Josselin Garnier , G. Papanicolaou , Knut Solna
Our motivation for writing this book is twofold: First, the theory of waves propagating in randomly layered media has been studied extensively during the last thirty years but the results are scattered in many di?erent papers. This theory is now in a mature state,...

Editeur : Springer
Parution : 2007-06-30
Collection : Stochastic Modelling and Applied Probability
PDF

66,45 €
Télécharger le livre : Cycle Representations of Markov Processes
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Cycle Representations of Markov Processes
Sophia L. Kalpazidou
" About this book This book is a prototype providing......

Editeur : Springer
Parution : 2007-03-06
Collection : Stochastic Modelling and Applied Probability
PDF

94,94 €
Télécharger le livre : Average-Cost Control of Stochastic Manufacturing Systems
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Average-Cost Control of Stochastic Manufacturing Systems
Suresh P. Sethi , Han-Qin Zhang , Qing Zhang
Most manufacturing systems are large, complex, and operate in an environment of uncertainty. It is common practice to manage such systems in a hierarchical fashion. This book articulates a new theory that shows that hierarchical decision making can in fact lead to a...

Editeur : Springer
Parution : 2006-03-22
Collection : Stochastic Modelling and Applied Probability
PDF

94,94 €
Télécharger le livre : Controlled Markov Processes and Viscosity Solutions
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Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming , Halil Mete Soner
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 problems, as well as to the corresponding theory of viscosity...

Editeur : Springer
Parution : 2006-02-04
Collection : Stochastic Modelling and Applied Probability
PDF

168,79 €
Télécharger le livre : Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling
Marek Musiela , Marek Rutkowski
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework...

Editeur : Springer
Parution : 2006-01-20
Collection : Stochastic Modelling and Applied Probability
PDF

116,04 €
Télécharger le livre : Discrete-Time Markov Chains
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Discrete-Time Markov Chains
G. George Yin , Qing Zhang
This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this...

Editeur : Springer
Parution : 2005-10-04
Collection : Stochastic Modelling and Applied Probability
PDF

78,87 €