Stochastic Solutions

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions (Monographs and Research Notes in Mathematics) by Irina V. Melnikova
2016 | ISBN: 1482210509 | English | 306 pages | PDF | 3 MB

Stochastic Analysis for Finance with Simulations [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Aug. 2, 2017
Stochastic Analysis for Finance with Simulations [Repost]

Geon Ho Choe - Stochastic Analysis for Finance with Simulations
Published: 2016-07-15 | ISBN: 3319255878 | PDF | 657 pages | 11.96 MB

Essentials of Stochastic Processes, Third Edition  eBooks & eLearning

Posted by AvaxGenius at July 23, 2017
Essentials of Stochastic Processes, Third Edition

Essentials of Stochastic Processes, Third Edition By Richard Durrett
English | EPUB | 2016 | 275 Pages | ISBN : 331945613X | 2.5 MB

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding.

Stochastic Calculus: Applications in Science and Engineering (repost)  eBooks & eLearning

Posted by roxul at July 8, 2017
Stochastic Calculus: Applications in Science and Engineering (repost)

Mircea Grigoriu, "Stochastic Calculus: Applications in Science and Engineering"
English | ISBN: 0817642420 | 2002 | 792 pages | PDF | 22 MB

Applied Probability and Stochastic Processes, 2nd edition (repost)  eBooks & eLearning

Posted by roxul at July 8, 2017
Applied Probability and Stochastic Processes, 2nd edition (repost)

Richard M. Feldman, Ciriaco Valdez-Flores, "Applied Probability and Stochastic Processes, 2nd edition"
2010 | ISBN: 3642051553 | 397 pages | PDF | 3 MB

Stochastic Partial Differential Equations  eBooks & eLearning

Posted by nebulae at July 7, 2017
Stochastic Partial Differential Equations

Sergey V. Lototsky and Boris L. Rozovsky, "Stochastic Partial Differential Equations"
English | ISBN: 3319586459 | 2017 | 508 pages | PDF | 6 MB
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations

Giorgio Fabbri, "Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations"
English | ISBN: 3319530666 | 2017 | 910 pages | PDF | 11 MB
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition (repost)

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition by Nicolas Privault
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB
Introduction to Probability and Stochastic Processes with Applications (repost)

Liliana Blanco Castañeda, Viswanathan Arunachalam, "Introduction to Probability and Stochastic Processes with Applications"
2012 | ISBN: 1118294408 | 614 pages | PDF | 11 MB

Discrete Stochastic Processes and Optimal Filtering, 2 edition (repost)  eBooks & eLearning

Posted by libr at May 21, 2017
Discrete Stochastic Processes and Optimal Filtering, 2 edition (repost)

Discrete Stochastic Processes and Optimal Filtering, 2 edition by Jean-Claude Bertein and Roger Ceschi
English | 2010 | ISBN-10: 1848211813 | 320 pages | PDF | 3,2 MB