Elements of Stochastic Modelling [2ed.] 9814571156, 9789814571159

This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of st

623 85 6MB

English Pages 500 [502] Year 2014

Report DMCA / Copyright

DOWNLOAD FILE

Elements of Stochastic Modelling [2ed.]
9814571156, 9789814571159

Author / Uploaded
Konstantin Borovkov

Table of contents :
Content: Basics of Probability Theory
Markov Chains
Markov Decision Processes
The Exponential Distribution and Poisson Process
Jump Markov Processes
Elements of Queueing Theory
Elements of Renewal Theory
Elements of Time Series
Elements of Stochastic Calculus
Elements of Mathematical Finance
Elements of Simulation.

Polecaj historie

The Elements of Stochastic Processes 0471041653, 978-0471041658

544 144 3MB Read more

Stochastic Integral And Differential Equations In Mathematical Modelling 1800613571, 9781800613577

The modelling of systems by differential equations usually requires that the parameters involved be completely known. Su

383 64 17MB Read more

Stochastic Modelling of Big Data in Finance 9781032209265, 9781000776812, 9781032209289, 9781003265986

Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big

178 26 5MB Read more

Discrete Gambling and Stochastic Games (Stochastic Modelling and Applied Probability (32)) [Softcover reprint of the original 1st ed. 1996] 1461284678, 9781461284673

The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain gam

436 83 1MB Read more

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 1119166063, 9781119166061

A comprehensive introduction to the core issues of stochastic differential equations and their effective application In

711 134 12MB Read more

Stochastic Modeling (Modelling) (Instructor Solution Manual, Solutions) [1 ed.] 3319500376, 9783319500379

obtained thanks to https://t.me/HermitianSociety

241 104 656KB Read more

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 1119166063, 9781119166061

A comprehensive introduction to the core issues of stochastic differential equations and their effective application In

1,082 188 3MB Read more

Proceedings of the 5th International Symposium on Uncertainty Quantification and Stochastic Modelling: Uncertainties 2020 [1st ed.] 9783030536688, 9783030536695

This proceedings book discusses state-of-the-art research on uncertainty quantification in mechanical engineering, inclu

538 69 46MB Read more

Methods of Mathematical Modelling

1,018 214 4MB Read more

Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling, 89) [2nd ed. 2018] 331994892X, 9783319948928

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces

143 79 2MB Read more