検索結果一覧に戻る

この文献を取り寄せる

図書館へ購入を依頼する

この情報を出力する

このページのリンク

他の検索サイト

Applications of mathematics : stochastic modelling and applied probability

データ種別 図書
出版者 New York ; Berlin ; Tokyo : Springer-Verlag
別書名 異なりアクセスタイトル:Stochastic modelling and applied probability
書誌ID LT00518987

子書誌情報を非表示

1 Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski 2nd ed., corr. 2nd printing. - Berlin : Springer , c2007
2 1 Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel : us,: gw. - Berlin ; New York : Springer-Verlag , c1975
3 11 Brownian motion / T. Hida ; translated by the author and T.P. Speed : pbk. - New York : Springer-Verlag , c1980
4 v. 3 Applied functional analysis / A.V. Balakrishnan New York : Springer-Verlag , 1976
5 5 Statistics of random processes. 1 / R.S. Liptser, A.N. Shiryayev ; translated by A.B. Aries 1. - New York : Springer-Verlag , c1977
6 5-6 Statistics of random processes / Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson v. 1,v. 2. - 2nd, rev. and expanded ed. - Berlin : Springer , c2001
7 7 Game theory : lectures for economists and systems scientists / N.N. Vorob'ev ; translated and supplemented by S. Kotz New York ; Tokyo : Springer-Verlag , c1977
8 8 Optimal stopping rules / A.N. Shiryaev ; translated by A.B. Aries Berlin : Springer , 2008
9 11 Brownian motion / T. Hida ; translated by the author and T. P. Speed New York : Springer-Verlag , c1980
10 12 Conjugate direction methods in optimization / Magnus R. Hestenes New York : Springer-Verlag , c1980
11 13 Stochastic filtering theory / Gopinath Kallianpur us,gw. - New York : Springer-Verlag , c1980
12 14 Controlled diffusion processes / N.V. Krylov ; translated by A.B. Aries ; [editor, A.V. Balakrishnan] New York : Springer-Verlag , c1980
13 14 Controlled diffusion processes / N.V. Krylov ; translated by A.B. Aries : pbk. - Berlin : Springer , c2009
14 15 Stochastic storage processes : queues, insurance risk, dams, and data communication / N.U. Prabhu 2nd ed. - New York ; Tokyo : Springer-Verlag , c1998
15 16 Statistical estimation : asymptotic theory / I.A. Ibragimov, R.Z. Has'minskii ; translated by Samuel Kotz New York : Springer-Verlag , c1981
16 17 Optimization-theory and applications : problems with ordinary differential equations / Lamberto Cesari : us. - New York : Springer-Verlag , c1983
17 19 Difference methods and their extrapolations / G.I. Marchuk, V.V. Shaidurov New York ; Tokyo : Springer-Verlag , c1983
18 20 Stabilization of control systems / O. Hijab New York ; Tokyo : Springer-Verlag , c1987
19 21 Stochastic integration and differential equations : a new approach / Philip Protter Berlin ; Tokyo : Springer-Verlag , c1990
20 22 Adaptive algorithms and stochastic approximations / Albert Benveniste, Michel Métivier, Pierre Priouret ; translated from the French by Stephen S. Wilson Berlin ; Tokyo : Springer-Verlag , c1990
21 23 Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen Berlin ; Tokyo : Springer-Verlag , c1992
22 23 Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen : [pbk.]. - Corr. 3rd print. - Berlin : Springer , c2010
23 24 Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul G. Dupuis New York ; Tokyo : Springer-Verlag , c1992
24 24 Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul Dupuis 2nd ed. - New York ; Tokyo : Springer , c2001
25 25 Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner New York ; Tokyo : Springer-Verlag , c1993
26 25 Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner 2nd ed. - New York : Springer , c2006
27 26 Elements of queueing theory : Palm-Martingale calculus and stochastic recurrences / François Baccelli, Pierre Brémaud Berlin ; Tokyo : Springer-Verlag , c1994
28 27 Image analysis, random fields and dynamic Monte Carlo methods : a mathematical introduction / Gerhard Winkler Berlin : Springer-Verlag , c1995
29 28 Cycle representations of Markov processes / Sophia L. Kalpazidou New York ; Tokyo : Springer-Verlag , c1995
30 29 Hidden Markov models : estimation and control / Robert J. Elliott, Lakhdar Aggoun, John B. Moore New York ; Tokyo : Springer-Verlag , c1995
31 30 Discrete-time Markov control processes : basic optimality criteria / Onésimo Hernández-Lerma, Jean Bernard Lasserre New York ; Tokyo : Springer-Verlag , c1996
32 31 A probabilistic theory of pattern recognition / Luc Devroye, László Györfi, Gábor Lugosi New York ; Tokyo : Springer-Verlag , c1996
33 32 Discrete gambling and stochastic games / Ashok P. Maitra, William D. Sudderth New York ; Tokyo : Springer-Verlag , c1996
34 33 Modelling extremal events : for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch Berlin ; Tokyo : Springer-Verlag , c1997
35 34 Random iterative models / Marie Duflo ; translated by Stephen S. Wilson Berlin ; Tokyo : Springer-Verlag , c1997
36 35 Stochastic approximation algorithms and applications / Harold J. Kushner, G. George Yin New York ; Tokyo : Springer-Verlag , c1997
37 36 Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski Berlin ; Tokyo : Springer-Verlag , c1997
38 37 Continuous-time Markov chains and applications : a singular perturbation approach / G. George Yin, Qing Zhang New York ; Tokyo : Springer-Verlag , c1998
39 38 Large deviations techniques and applications / Amir Dembo, Ofer Zeitouni 2nd ed. - New York ; Tokyo : Springer-Verlag , c1998
40 38 Large deviations techniques and applications / Amir Dembo, Ofer Zeitouni : soft cover. - 2nd ed. - Berlin : Springer , 2010, c1998
41 39 Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve New York ; Tokyo : Springer-Verlag , c1998
42 40 Random walks in the quarter-plane : algebraic methods, boundary value problems and applications / Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev Berlin ; Tokyo ; New York : Springer , c1999
43 41 Stochastic models in reliability / Terje Aven, Uwe Jensen New York ; Tokyo : Springer , c1999
44 42 Further topics on discrete-time Markov control processes / Onésimo Hernández-Lerma, Jean Bernard Lasserre New York ; Tokyo : Springer , c1999
45 43 Stochastic controls : Hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou New York ; Tokyo : Springer , c1999
46 44 Introduction to stochastic networks / Richard Serfozo New York ; Tokyo : Springer-Verlag , c1999
47 45 Stochastic calculus and financial applications / J. Michael Steele New York ; Tokyo : Springer , 2000
48 46 Fundamentals of queueing networks : performance, asymptotics, and optimization / Hong Chen, David D. Yao New York ; Tokyo : Springer , c2001
49 47 Heavy traffic analysis of controlled queueing and communication networks / Harold J. Kushner New York ; Tokyo : Springer , c2001
50 48 Stochastic portfolio theory / E. Robert Fernholz New York ; Tokyo : Springer , c2002
51 49 Two-scale stochastic systems : asymptotic analysis and control / Yuri Kabanov, Sergei Pergamenshchikov Berlin ; Tokyo : Springer , c2003
52 50 Information-spectrum methods in information theory / Te Sun Han ; translated from the Japanese by Hiroki Koga Berlin ; Tokyo : Springer , c2002
53 51 Applied probability and queues / Søren Asmussen 2nd ed. - New York ; Tokyo : Springer , c2003
54 52 Stochastic networks and queues / Philippe Robert Berlin ; Tokyo : Springer , c2003
55 53 Monte Carlo methods in financial engineering / Paul Glasserman New York ; Tokyo : Springer , c2004
56 54 Average-cost control of stochastic manufacturing systems / Suresh Sethi, Hanqin Zhang, Qing Zhang New York : Springer , c2005
57 55 Discrete-time Markov chains : two-time-scale methods and applications / G. George Yin, Qing Zhang New York : Springer , c2005
58 56 Wave propagation and time reversal in randomly layered media / Jean-Pierre Fouque ... [et al.] New York : Springer , c2007
59 57 Stochastic simulation : algorithms and analysis / Søren Asmussen, Peter W. Glynn New York : Springer , c2007
60 58 Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations / Peter Kotelenez New York : Springer , c2008

書誌詳細を非表示

本文言語 英語
NCID BA00256802
検索結果一覧に戻る