1-10
of
762
results
-
Stochastic Modelling and Appli...In the 2nd edition some sections of Part I are omitted for better readability ... 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... more
-
Stochastic Modelling and Appli...This volume provides an introduction to stochastic differential equations with... This volume provides an introduction to stochastic differential equations with jumps in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance. more
-
Stochastic Modelling and Appli...Shortly after the end of World War II high-speed digital computing machines we... Shortly after the end of World War II high-speed digital computing machines were being developed. It was clear that the mathematical aspects of com- putation needed to be reexamined in order to make efficient use of high-speed digital computers for... more
-
Stochastic Modelling and Appli...This second edition of G. Winkler s successful book on random field approaches... This second edition of G. Winkler s successful book on random field approaches to image analysis related Markov Chain Monte Carlo methods and statistical inference with emphasis on Bayesian image analysis concentrates more on general principles and... more
-
Pre-Owned Stochastic Modelling...This book encompasses the study of hybrid switching di usion processes and the... This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid signi es the coexistence of c- tinuous dynamics and discrete events which is one of the distinct features of the processes under... more
-
Probability Theory and Stochas...1 Introduction.- 2 Some Preliminaries in Stochastic Calculus.- 3 Stochastic Ev... 1 Introduction.- 2 Some Preliminaries in Stochastic Calculus.- 3 Stochastic Evolution Equations.- 4 Backward Stochastic Evolution Equations.- 5 Control Problems in Stochastic Distributed Parameter Systems.- 6 Controllability for Stochastic... more
-
Stochastic Modelling and Appli...This monograph unifies the two key approaches in solving optimal control probl... This monograph unifies the two key approaches in solving optimal control problems. The book will be of interest to researchers and graduate students in applied probability control engineering and econometrics. more
-
Probability Theory and Stochas...The authors present a concise but complete exposition of the mathematical theo... The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept.... more
-
Probability Theory and Stochas...This book is aimed at researchers graduate students and engineers who would li... This book is aimed at researchers graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of... more
-
Pre-Owned Point Process Calcul...This book provides an introduction to the theory and applications of point pro... This book provides an introduction to the theory and applications of point processes both in time and in space. Presenting the two components of point process calculus the martingale calculus and the Palm calculus it aims to develop the... more
Ads related to stochastic modelling and applied probability
Shopping for the best deal on Stochastic modelling and applied probability Mathematics Books - Select a product below or see other matches to read product reviews, compare prices and store ratings.