Applied Stochastic Modelling

A Course in Applied Stochastic Processes  eBooks & eLearning

Posted by AvaxGenius at July 23, 2017
A Course in Applied Stochastic Processes

A Course in Applied Stochastic Processes By A. Goswami, B. V. Rao
English | PDF | 2006 | 226 Pages | ISBN : 8185931690 | 20.86 MB

In terms of pre-requisites, the book does not demand much. Although an exposure to elementary Probability Theory would help, it is by no means es- sential. Chapter 0 is meant to supply the necessary background in Probability. The only real pre-requisite is an exposure to undergraduate Linear Algebra and Calculus, and of course, the necessary motivation. We would like to highlight one interesting feature of the present book.

Analytical and Stochastic Modelling Techniques and Applications  eBooks & eLearning

Posted by AvaxGenius at June 8, 2017
Analytical and Stochastic Modelling Techniques and Applications

Analytical and Stochastic Modelling Techniques and Applications: 24th International Conference, ASMTA 2017, Newcastle-upon-Tyne, UK, July 10-11, 2017, Proceedings By Nigel Thomas, Matthew Forshaw
English | PDF | 2017 | 222 Pages | ISBN : 3319614274 | 11 MB

This book constitutes the refereed proceedings of the 24th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2017, held in Newcastle-upon-Tyne UK, in July 2017.
Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling) [Repost]

Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling) by Olav Kallenberg
English | 18 May 2017 | ISBN: 3319415964 | 710 Pages | PDF | 5.32 MB

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence,

Discrete-time Asset Pricing Models in Applied Stochastic Finance (repost)  eBooks & eLearning

Posted by libr at May 12, 2017
Discrete-time Asset Pricing Models in Applied Stochastic Finance (repost)

Discrete-time Asset Pricing Models in Applied Stochastic Finance (ISTE) by P. C. G. Vassiliou
English | 2010 | ISBN-10: 1848211589 | 416 pages | PDF | 4 MB
Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling)

Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling) by Olav Kallenberg
English | 18 May 2017 | ISBN: 3319415964 | 710 Pages | PDF | 5.32 MB

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters

Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability)  eBooks & eLearning

Posted by thingska at April 11, 2017
Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability)

Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability) by E. Robert Fernholz
English | 2002 | ISBN: 0387954058, 9780387954059 | 178 Pages | PDF | 17.03 MB

Phase Resetting in Medicine and Biology: Stochastic Modelling and Data Analysis  eBooks & eLearning

Posted by AvaxGenius at March 30, 2017
Phase Resetting in Medicine and Biology: Stochastic Modelling and Data Analysis

Phase Resetting in Medicine and Biology: Stochastic Modelling and Data Analysis By Dr. Peter A. Tass
English | PDF | 1999 | 333 Pages | ISBN : 3540381597 | 32.42 MB

The book presents a new theoretical approach to phase resetting and stimulation-induced synchronization and desynchronization in a population of oscillators.

Elements of Stochastic Modelling  eBooks & eLearning

Posted by thingska at March 29, 2017
Elements of Stochastic Modelling

Elements of Stochastic Modelling by Konstantin Borovkov
English | 2014 | ISBN: 9814571164 | 500 Pages | PDF | 54.00 MB

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)  eBooks & eLearning

Posted by alt_f4 at Jan. 12, 2017
Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)

Methods of Mathematical Finance (Stochastic Modelling and Applied Probability) by Ioannis Karatzas
English | Oct. 14, 2016 | ISBN: 0387948392 | 432 Pages | PDF | 2 MB

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices.

Optimal Stopping Rules (Stochastic Modelling and Applied Probability, Vol. 8) (Repost)  eBooks & eLearning

Posted by leonardo78 at Aug. 23, 2016
Optimal Stopping Rules (Stochastic Modelling and Applied Probability, Vol. 8) (Repost)

Optimal Stopping Rules (Stochastic Modelling and Applied Probability, Vol. 8) by Albert N. Shiryaev and A.B. Aries
English | 2007-11-28 | ISBN: 3540740104 | 228 pages | DJVU | 3,4 mb

Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand.