Hakutulokset: stochastic processes
Etsimme kuitenkin kirjoja hakusanalla stochastic processes , mikä antoiyhteensä 11 hakutulosta
Stochastic Storage Processes
This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and data commu nication models. The …
Statistics of Random Processes II
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 …
Statistics of Random Processes
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, …
Gaussian Random Processes
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity …
Further Topics on Discrete-Time Markov Control Processes
This book presents the second part of a two-volume series devoted to a sys tematic exposition of some recent developments in the theory of discrete time Markov control processes …
Discretization of Processes
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such …
Discrete-Time Markov Control Processes
This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control …
Cycle Representations of Markov Processes
The cycle representations of Markov processes have been advanced after the publication of the ?rst edition to many directions. One main purpose of these advances was the revelation …
Controlled Markov Processes and Viscosity Solutions
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for …
Controlled Diffusion Processes
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an …