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Language: en
Pages: 800
Authors: D. Kannan
Categories: Mathematics
Type: BOOK - Published: 2001-10-23 - Publisher: CRC Press

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An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g
Applied Stochastic Analysis
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Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

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This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Handbook of Stochastic Processes, Optimization and Control Theory
Language: en
Pages: 368
Authors: Sharples Norris
Categories: Mathematical optimization
Type: BOOK - Published: 2012-09 - Publisher:

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This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing
Applied Stochastic Differential Equations
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Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Stochastic Processes and Applications
Language: en
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Authors: Grigorios A. Pavliotis
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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci