Filter
Anvendt matematikk
Filter
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state …
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods …
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance …
Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purpose of these lectures is to show that general results from Markov processes, …
Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purpose of these lectures is to show that general results from Markov processes, …
In many complex systems one can distinguish "fast" and "slow" processes with radically di?erent velocities. In mathematical models based on di?er- …
This second edition of G. Winkler's successful book on random field approaches to image analysis, related Markov Chain Monte Carlo methods, and statistical inference with emphasis …
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions …
Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk …
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject …