Stochastic Solutions

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

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
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

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

Posted by arundhati at April 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 arundhati at April 7, 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 Calculus for Fractional Brownian Motion and Related Processes  eBooks & eLearning

Posted by AvaxGenius at April 3, 2017
Stochastic Calculus for Fractional Brownian Motion and Related Processes

Stochastic Calculus for Fractional Brownian Motion and Related Processes By Yuliya S. Mishura
English | PDF | 2008 | 411 Pages | ISBN : 3540758720 | 4.49 MB

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field.

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.