The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
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Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around ...
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In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes ...
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A.N. Kolmogorov (b. Tambov 1903, d. Moscow 1987) was one of the most brilliant mathematicians that the world has ever known. ...
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Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
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Lagrangian expansions can be used to obtain numerous useful probability models, which have been applied to real life situations ...
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This book describes in detail the practice of the Bayesian statistical approach using many examples chosen for their educational ...
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The papers cover current issues of machine learning, artificial intelligence, mathematical programming and algorithms for ...
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This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July ...
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Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly ...
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This book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and ...
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This book constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ...
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Presents recent advancements in research, a review of new methods and techniques, and applications in decision support systems ...
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This book introduces and explains classical and modern mathematical procedures as applied to the real problems confronting ...
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Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace ...
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Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace ...
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