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

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

Stochastic Interest Rates  eBooks & eLearning

Posted by interes at Aug. 29, 2016
Stochastic Interest Rates

Stochastic Interest Rates (Mastering Mathematical Finance) by Daragh McInerney and Tomasz Zastawniak
English | 2015 | ISBN: 1107002575, 0521175690 | 169 pages | PDF | 1 MB

Stochastic Analysis for Finance with Simulations  eBooks & eLearning

Posted by Underaglassmoon at July 20, 2016
Stochastic Analysis for Finance with Simulations

Stochastic Analysis for Finance with Simulations
Springer | Mathematics | August 14, 2016 | ISBN-10: 3319255878 | 657 pages | pdf | 11.96 mb

Authors: Choe, Geon Ho
Presents the mathematical methods required for pricing financial derivatives
Encourages hands-on experience and builds intuition by explaining theoretical concepts with computer simulations
Covers mathematical prerequisites, including measure theory, ordinary differential equations, and partial differential equations

Brownian Motion, Martingales, and Stochastic Calculus  eBooks & eLearning

Posted by Underaglassmoon at June 19, 2016
Brownian Motion, Martingales, and Stochastic Calculus

Brownian Motion, Martingales, and Stochastic Calculus
Springer | Graduate Texts in Mathematics | April 29 2016 | ISBN-10: 3319310887 | 273 pages | pdf | 2.32 mb

Authors: Le Gall, Jean-François
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

Stochastic Approximation and NonLinear Regression  eBooks & eLearning

Posted by step778 at June 6, 2016
Stochastic Approximation and NonLinear Regression

Arthur E. Albert, Leland A. Gardner Jr., "Stochastic Approximation and NonLinear Regression"
2003 | pages: 211 | ISBN: 0262511487 | PDF | 7,8 mb

Stochastic Integration and Differential Equations (Repost)  eBooks & eLearning

Posted by step778 at June 6, 2016
Stochastic Integration and Differential Equations (Repost)

Philip E. Protter, "Stochastic Integration and Differential Equations"
2005 | pages: 431 | ISBN: 3540003134 | PDF | 6,7 mb

Stochastic Methods in Structural Dynamics  eBooks & eLearning

Posted by DZ123 at June 4, 2016
Stochastic Methods in Structural Dynamics

G.I. Schuëller, Masanobu Shinozuka, "Stochastic Methods in Structural Dynamics"
English | 1987 | ISBN: 9024736110 | PDF | pages: 228 | 11,3 mb

Filtering and Control of Stochastic Jump Hybrid Systems  eBooks & eLearning

Posted by Underaglassmoon at April 28, 2016
Filtering and Control of Stochastic Jump Hybrid Systems

Filtering and Control of Stochastic Jump Hybrid Systems
Springer | Control Engineering | May 22, 2016 | ISBN-10: 3319319140 | 212 pages | pdf | 5.1 mb

Authors: Yao, Xiuming, Wu, Ligang, Zheng, Wei Xing
Presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems
Establishes a unified framework for filtering and control problems for stochastic jump hybrid systems with imperfect information
Presents recent advances in stochastic jump hybrid systems, and application potentials in complex networks