Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lee mas
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lee mas
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
Lee mas
Kanban-Controlled Manufacturing Systems
Kanban control systems bear a great potential to significantly improve operations. A company may reap the full benefits of ...
Lee mas
Lagrangian Probability Distributions
Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
Lee mas
Lagrangian Probability Distributions
Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
Lee mas
Le raisonnement bayésien : Modélisation et inférence = Bayesian reasoning: Modeling and inference
This book describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational ...
Lee mas
Level Crossing Methods in Stochastic Models
Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly ...
Lee masLinear Systems, Signal Processing and Hypercomplex Analysis / Daniel Alpay, Mihaela B. Vajiac
includes contributions originating from a conference held at Chapman University during November 14-19, 2017. It presents ...
Lee mas
Linear and Generalized Linear Mixed Models and Their Applications
This book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and ...
Lee mas
Linearization Methods for Stochastic Dynamic Systems
The aim of this book is to give a systematic introduction to and overview of the relatively simple and popular linearization ...
Lee mas
Long Memory in Economics
When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...
Lee mas
Maintenance Theory of Reliability
The book provides a detailed introduction to maintenance policies, updates the reader on the current status of the field ...
Lee mas
Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lee mas
Markov Chains: Models, Algorithms and Applications
Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems ...
Lee mas
Markov Chains: Models, Algorithms and Applications
Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems ...
Lee mas
Markov Decision Processes with Their Applications
Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be ...
Lee mas
Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee mas
Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Lee mas
Mathematical Epidemiology
Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, ...
Lee mas
