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Stochastic modelling and applied probability
Springer
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SMAP
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Formerly : Applications of mathematics<BA00256802>
Continues : Probability theory and stochastic modelling<BB16477852>
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1
- Stochastic differential equations, backward SDEs, partial differential equations
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Etienne Pardoux, Aurel Răşcanu
Springer c2014 Stochastic modelling and applied probability 69
Available at 23 libraries
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2
- Stochastic models in reliability
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Terje Aven, Uwe Jensen
Springer c2013 2nd ed Stochastic modelling and applied probability 41
Available at 13 libraries
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3
- Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation
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Carl Graham, Denis Talay
Springer c2013 Stochastic modelling and applied probability 68
Available at 26 libraries
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4
- Continuous-time Markov chains and applications : a two-time-scale approach
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G. George Yin, Qing Zhang
Springer c2013 2nd ed Stochastic modelling and applied probability 37
Available at 19 libraries
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5
- Discretization of processes
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Jean Jacod, Philip Protter
Springer c2012 Stochastic modelling and applied probability 67
: hbk , : pbk
Available at 29 libraries
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6
- Stochastic stability of differential equations
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Rafail Khasminskii ; with contributions by G.N. Milstein and M.B. Nevelson
Springer c2012 Completely rev. and enl. 2nd ed Stochastic modelling and applied probability 66
: [pbk.]
Available at 26 libraries
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7
- Numerical solution of stochastic differential equations with jumps in finance
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Eckhard Platen, Nicola Bruti-Liberati
Springer c2010 Stochastic modelling and applied probability 64
: softcover
Available at 1 libraries
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8
- Stochastic integration and differential equations
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Philip E. Protter
Springer c2010 2nd ed., version 2.1 Stochastic modelling and applied probability 21
: pbk
Available at 6 libraries
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9
- Numerical solution of stochastic differential equations with jumps in finance
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Eckhard Platen, Nicola Bruti-Liberati
Springer c2010 Stochastic modelling and applied probability 64
Available at 23 libraries
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10
- Hybrid switching diffusions : properties and applications
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G. George Yin, Chao Zhu
Springer Verlag c2010 Stochastic modelling and applied probability 63
Available at 19 libraries
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11
- Fundamentals of stochastic filtering
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Alan Bain, Dan Crisan
Springer c2009 Stochastic modelling and applied probability 60
: pbk
Available at 3 libraries
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12
- Continuous-time stochastic control and optimization with financial applications
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Huyên Pham
Springer c2009 Stochastic modelling and applied probability 61
: pbk
Available at 8 libraries
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13
- Martingale methods in financial modelling
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Marek Musiela, Marek Rutkowski
Springer 2009 2nd ed., corr. 3rd printing Stochastic modelling and applied probability 36
: pbk.
Available at 2 libraries
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14
- Martingale methods in financial modelling
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Marek Musiela, Marek Rutkowski
Springer 2009 2nd ed., corr. 3rd printing Stochastic modelling and applied probability 36
Available at 6 libraries
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15
- Continuous-time Markov decision processes : theory and applications
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Xianping Guo, Onésimo Hernández-Lerma
Springer Verlag 2009 Stochastic modelling and applied probability 62
Available at 26 libraries
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16
- Continuous-time stochastic control and optimization with financial applications
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Huyên Pham
Springer c2009 Stochastic modelling and applied probability 61
Available at 38 libraries
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17
- Fundamentals of stochastic filtering
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Alan Bain, Dan Crisan
Springer c2009 Stochastic modelling and applied probability 60
Available at 26 libraries
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18
- Modelling extremal events for insurance and finance
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Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Springer 2008 4th corr. print. and 8th print Stochastic modelling and applied probability 33
: alk. paper
Available at 7 libraries
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19
- Hidden Markov models : estimation and control
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Robert J. Elliott, Lakhdar Aggoun, John B. Moore
Springer 2008, c1995 [2nd ed] Stochastic modelling and applied probability 29
Available at 2 libraries
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20
- Stochastic control of hereditary systems and applications
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Mou-Hsiung Chang
Springer c2008 Stochastic modelling and applied probability 59
Available at 27 libraries