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

11 Livre(s)


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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande
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 € J'achète Téléchargement immédiat Dès validation de votre commande

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