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Stochastic modelling and applied probability

データ種別 図書
出版者 New York ; Berlin : Springer
別書名 その他のタイトル:Applications of mathematics
その他のタイトル:Probability theory and stochastic modelling
書誌ID LT00763651

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1 21 Stochastic integration and differential equations / Philip E. Protter 2nd ed., version 2.1. - Berlin ; Tokyo : Springer , 2005
2 36 Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski 2nd ed., corr. 2nd printing. - Berlin : Springer , c2007
3 37 Continuous-time Markov chains and applications : a two-time-scale approach / G. George Yin, Qing Zhang 2nd ed. - New York : Springer , c2013
4 41 Stochastic models in reliability / Terje Aven, Uwe Jensen 2nd ed. - New York : Springer , c2013
5 59 Stochastic control of hereditary systems and applications / Mou-Hsiung Chang New York : Springer , c2008
6 60 Fundamentals of stochastic filtering / Alan Bain, Dan Crisan New York : Springer , c2009
7 61 Continuous-time stochastic control and optimization with financial applications / Huyên Pham Berlin : Springer , c2009
8 61 Continuous-time stochastic control and optimization with financial applications / Huyên Pham : pbk. - Berlin : Springer , c2009
9 62 Continuous-time Markov decision processes : theory and applications / Xianping Guo, Onésimo Hernández-Lerma Berlin : Springer Verlag , 2009
10 63 Hybrid switching diffusions : properties and applications / G. George Yin, Chao Zhu New York : Springer Verlag , 2009
11 64 Numerical solutions of stochastic differential equations with jumps in finance / Eckhard Platen, Nicola Bruti-Liberati Berlin : Springer , c2010
12 66 Stochastic stability of differential equations / Rafail Khasminskii ; with contributions by G.N. Milstein and M.B. Nevelson Completely rev. and enl. 2nd ed. - Berlin : Springer , c2012
13 67 Discretization of processes / Jean Jacod, Philip Protter : hbk. - Berlin : Springer , c2012
14 68 Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation / Carl Graham, Denis Talay Berlin : Springer , c2013
15 69 Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Răşcanu Cham : Springer , c2014

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本文言語 英語
一般注記 Formerly : Applications of mathematics<BA00256802>
Continues : Probability theory and stochastic modelling<BB16477852>
NCID BA70424457
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