Electronic Books

Total Books: 8281 - 8300 /9757

Stochastic Calculus for Fractional Brownian Motion and Applications

Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...

Stochastic Calculus for Fractional Brownian Motion and Related Processes

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...

Stochastic Calculus of Variations in Mathematical Finance

This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...

Stochastic Control in Insurance

Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...

Stochastic Control of Hereditary Systems and Applications

This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...

Stochastic Discounted Cash Flow A Theory of the Valuation of Firms

This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...

Stochastic Discrete Event Systems : Modeling, Evaluation, Applications

The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...

Stochastic Dominance

Stochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...

Stochastic Finance

Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...

Stochastic Geometry

The volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...

Stochastic Global Optimization

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...

Stochastic Linear Programming

STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...

Stochastic Numerics for the Boltzmann Equation

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...

Stochastic Optimization

The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...

Stochastic Optimization Methods

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...

Stochastic Optimization Methods

Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...

Stochastic Orders

Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...

Stochastic Ordinary and Stochastic Partial Differential Equations : Transition from Microscopic to Macroscopic Equations

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

This book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...

Stochastic Simulation

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...

Total Books: 8281 - 8300 /9757