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Language: en
Pages: 800
Pages: 800
Type: BOOK - Published: 2001-10-23 - Publisher: CRC Press
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g
Language: en
Pages: 329
Pages: 329
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Language: en
Pages: 368
Pages: 368
Type: BOOK - Published: 2012-09 - Publisher:
This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing
Language: en
Pages: 327
Pages: 327
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Language: en
Pages: 345
Pages: 345
Type: BOOK - Published: 2014-11-19 - Publisher: Springer
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