SerierStochastic Modelling and Applied Probability

20 Værker Popularitet 26,682 (175 Medlemmer) 312 Bøger 0 Anmeldelser ½ 3.6
Stochastic Integration and Differential Equations by Philip E. Protter 18 eksemplarer21
Numerical Methods for Stochastic Control Problems in Continuous Time by Harold J. Kushner 10 eksemplarer24
Cycle representations of Markov processes by Sophia L. Kalpazidou 8 eksemplarer26
A Probabilistic Theory of Pattern Recognition by Luc Devroye 31 eksemplarer31
Modelling Extremal Events: for Insurance and Finance by Paul Embrechts 29 eksemplarer33
Stochastic Approximation and Recursive Algorithms and Applications by Harold J. Kushner 5 eksemplarer35
Martingale Methods in Financial Modelling by Marek Musiela 32 eksemplarer36
Large Deviations Techniques and Applications by Amir Dembo 12 eksemplarer38
Stochastic models in reliability by Terje Aven 3 eksemplarer41
Stochastic Calculus and Financial Applications by J. Michael Steele 40 eksemplarer45
Stochastic Portfolio Theory by E. Robert Fernholz 7 eksemplarer48
Applied Probability and Queues by Soren Asmussen 5 eksemplarer51
Stochastic Networks and Queues by Philippe Robert 3 eksemplarer52
Monte Carlo Methods in Financial Engineering by Paul Glasserman 52 eksemplarer53
Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications by G.George Yin 6 eksemplarer55
Stochastic Simulation: Algorithms and Analysis by Søren Asmussen 15 eksemplarer57
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations by Peter Kotelenez 6 eksemplarer58
Stochastic Stability of Differential Equations by Rafail Zalmanovich Khasminskii 4 eksemplarer66
Discretization of Processes by Jean Jacod 4 eksemplarer67
Stochastic simulation and Monte Carlo methods mathematical foundations of stochastic simulation by Carl Graham 4 eksemplarer68

Nøgleord

Top Members

FRCNRS3409 (12 værker), nfactor13 (11), jorgeaseff (7), cshalizi (6), ifethereal (6), morphismus (5), knol (5), davinci10 (4), jgentle (4), pbleyer (4), yhk (3), DawnDrain (3), avorobiev (3), wildbadger (3), PedrBran (2), C6H5NO2 (2), PierreF (2), pcb21 (2), sergueison (2), Statistica (2), mraginsky (2), famfu (2), joefouche (2), vitus (2), Adaptive_Agent (2), alicekeller (2), SciPort (2), fang (2), philipjones77 (2), mdreid (2), marcelobaldin (2), abelikoff (2), starfighter (2), kieronscott7 (1), HUFLibrary1 (1), shum57 (1), kamalm (1), jonjee (1), freakonometrics (1), filipkos (1), HertfordCollegeLib (1), CSBL (1), ameen2 (1), michj (1), swebook (1), Matt_0029 (1), ai51 (1), Stats (1), RAD66 (1), s4nNy (1), liuxl89 (1), Sandakano (1), jukofyork (1), xrtrading (1), globaladvisors (1), eppp (1), CMUQLResearch (1), bikesorbooks (1), JeffreyA2957 (1), ExeterCollegeLibrary (1), dpayan (1), ibinu (1), lucabol (1), achorripsis (1), complexity (1), DavidGButts (1), JorgeNakazawa (1), megdemko (1), mreza101 (1), LibraryImporter (1), uglylukes (1), WimKonings (1), PrismaticLibrary (1), GregConradiSmith (1), ameerali (1), codento (1), dds1981 (1), ambroise (1), BYUMath (1), prufrock9 (1), leememorin2006 (1), AlexandreMonteiro (1), dsavransky (1), bewald (1), sderaco (1), GloriaMundi (1), mrflip (1), jesarey (1), nickleaton (1), demiurg (1), ison (1), elizabethleewilmer (1), talich (1), joehed (1), realonedet (1), jcvogan1 (1), robert_scarth (1), mpultroon (1), Real1Det (1), aselag (1), c0dekhan (1), asarwate (1), amoebe (1), kcardinal (1), bocere (1), Tangurena (1), hyndman (1), mathgeek (1), aziiz (1), cramer-rao (1), woncheol (1), hmcmath (1), vishallama (1), lewbs (1), jacobsca (1), mkamdar (1), meriksen (1), rpitchumani (1), patsu189 (1), jay.venkateswaran (1), blackwinter (1), gimaik (1), mikepol (1), varuj (1), poodleboy (1), fredbacon (1), rjrc3 (1), amywierenga (1), pincopall0 (1), slizavetta (1), iraysyvalo (1), lukasz (1), BentleyUnivLibrary (1), aresnick (1), nocklebeast (1), JohnCernes (1), maclane (1)