Stochastic Solutions

Problems and Solutions in Mathematical Finance: Stochastic Calculus (repost)  eBooks & eLearning

Posted by arundhati at Sept. 20, 2016
Problems and Solutions in Mathematical Finance: Stochastic Calculus (repost)

Eric Chin, Sverrir Ólafsson, Dian Nel, "Problems and Solutions in Mathematical Finance: Stochastic Calculus"
2014 | ISBN-10: 1119965837 | 400 pages | PDF | 4 MB

Stochastic Calculus for Finance (repost)  eBooks & eLearning

Posted by libr at April 19, 2017
Stochastic Calculus for Finance (repost)

Stochastic Calculus for Finance (Mastering Mathematical Finance) by Marek Capiński, Ekkehard Kopp and Janusz Traple
English | 2012 | ISBN: 1107002648 , 0521535301 | 186 pages | PDF | 0,8 MB

Stochastic Partial Differential Equations and Applications  eBooks & eLearning

Posted by Jeembo at March 19, 2017
Stochastic Partial Differential Equations and Applications

Stochastic Partial Differential Equations and Applications by Giuseppe Da Prato, Luciano Tubaro
English | 2002 | ISBN: 0824707923 | 474 Pages | DJVU | 7.1 MB

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.

Controlled Markov Processes and Viscosity Solutions (Repost)  eBooks & eLearning

Posted by step778 at Feb. 21, 2017
Controlled Markov Processes and Viscosity Solutions (Repost)

Wendell H. Fleming, Halil Mete Soner, "Controlled Markov Processes and Viscosity Solutions"
2005 | pages: 436 | ISBN: 0387260455 | PDF | 2,5 mb

Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs)  eBooks & eLearning

Posted by Nice_smile) at Feb. 15, 2017
Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs)

Large Deviations for Stochastic Processes (Mathematical Surveys and Monographs) by Jin Feng
English | 2006 | ISBN: 0821841459 | 410 Pages | DJVU | 2.81 MB
Stochastic Differential Equations and Applications - Vol 2 (Probability & Mathematical Statistics Monographs)

Stochastic Differential Equations and Applications - Vol 2 (Probability & Mathematical Statistics Monographs) by Avner Friedman
English | 1976 | ISBN: 0122682025 | 300 Pages | PDF | 12.29 MB

Modeling and Analysis of Stochastic Systems, Second Edition (repost)  eBooks & eLearning

Posted by roxul at Feb. 10, 2017
Modeling and Analysis of Stochastic Systems, Second Edition (repost)

Vidyadhar G. Kulkarni, "Modeling and Analysis of Stochastic Systems, Second Edition"
2009 | ISBN-10: 1439808759 | 564 pages | PDF | 3 MB

Dynamic Optimization: Deterministic and Stochastic Models (Universitext)  eBooks & eLearning

Posted by hill0 at Jan. 26, 2017
Dynamic Optimization: Deterministic and Stochastic Models (Universitext)

Dynamic Optimization: Deterministic and Stochastic Models (Universitext) by Karl Hinderer
English | 18 Jan. 2017 | ISBN: 3319488139 | 552 Pages | PDF | 6.47 MB

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance.

Mathematical Models of Information and Stochastic Systems (Repost)  eBooks & eLearning

Posted by nebulae at Jan. 9, 2017
Mathematical Models of Information and Stochastic Systems (Repost)

Philipp Kornreich, "Mathematical Models of Information and Stochastic Systems"
English | ISBN: 1420058835 | 2008 | 376 pages | PDF | 11 MB

Essentials of Stochastic Processes, Third Edition  eBooks & eLearning

Posted by Underaglassmoon at Nov. 9, 2016
Essentials of Stochastic Processes, Third Edition

Essentials of Stochastic Processes, Third Edition
Springer | Texts in Statistics | Dec 6, 2016 | ISBN-10: 331945613X | 275 pages | pdf | 2.46 mb

Authors: Durrett, Richard
A concise treatment and textbook on the most important topics in Stochastic Processes
All concepts illustrated by examples and more than 300 carefully chosen exercises for effective learning
New edition includes added and revised exercises, including many biological exercises, in addition to restructured and rewritten sections with a goal toward clarity and simplicity
Solutions Manual available for instructors