Applied Stochastic Modelling

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.
Hybrid Switching Diffusions: Properties and Applications (Stochastic Modelling and Applied Probability) [Repost]

Hybrid Switching Diffusions: Properties and Applications (Stochastic Modelling and Applied Probability) by G. George Yin
English | Oct. 26, 2009 | ISBN: 1441911049 | 398 Pages | PDF | 2.53 MB

This book encompasses the study of hybrid switching di usion processes and their applications.
Random Iterative Models (Stochastic Modelling and Applied Probability) by S.S. Wilson

Random Iterative Models (Stochastic Modelling and Applied Probability) by S.S. Wilson
English | Oct. 12, 2000 | ISBN: 3540571000 | 393 Pages | PDF | 12 MB

An up-to-date, self-contained review of a wide range of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, organizing multi-access broadcast channels, self-learning of neural networks …). Suitable for mathematicians (researchers and also students) and engineers.
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability) (Repost)

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability) by Paul Embrechts
English | 2008 | ISBN: 3540609318 | 655 Pages | PDF | 5 MB

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, …) play an increasingly important role.
Stochastic Stability of Differential Equations (Stochastic Modelling and Applied Probability) (Repost)

Stochastic Stability of Differential Equations (Stochastic Modelling and Applied Probability) by Rafail Khasminskii
English | 2011 | ISBN: 3642232795 | 358 Pages | PDF | 2 MB

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering.
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. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment of a subject.
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) by Paul Glasserman[Repost]

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) by Paul Glasserman
Springer; 2003 edition | August 7, 2003 | English | ISBN: 0387004513 | 614 pages | PDF | 13 MB

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers […] So often, financial engineering texts are very theoretical. This book is not." –Glyn Holton, Contingency Analysis
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. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment of a subject.
A Probabilistic Theory of Pattern Recognition (Stochastic Modelling and Applied Probability) (repost)

Luc Devroye, Laszlo Gy├Ârfi, "A Probabilistic Theory of Pattern Recognition (Stochastic Modelling and Applied Probability)"
English | 1996-04-04 | ISBN: 0387946187 | 654 pages | PDF | 10.7 mb

Pattern recognition presents one of the most significant challenges for scientists and engineers and many different approaches have been proposed and developed. The aim of this book is to provide a self-contained and coherent account of probabilistic techniques which have been applied to the subject.
Stochastic Models in Reliability (Stochastic Modelling and Applied Probability)

Terje Aven, "Stochastic Models in Reliability (Stochastic Modelling and Applied Probability)"
ISBN: 1461478936 | 2013 | PDF | 307 pages | 4.7 MB