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- 資料種別
- 図書
- 出版事項
- 並列タイトル等
- Applications of Mathematics : stochastic modelling and applied probability
- 出版地（国名コード）
- us
- 本文の言語コード
- en
- 対象利用者
- 一般
- 関連情報
- Hidden Markov models : estimation and controlNumerical solution of stochastic differential equationsStochastic networks and queuesMartingale methods in financial modellingDifference methods and their extrapolationsControlled diffusion processesOptimization, theory and applications : problems with ordinary differential equationsMethods of mathematical financeInformation-spectrum methods in information theoryApplied functional analysisApplied functional analysisNumerical solution of stochastic differential equationsIntroduction to stochastic networksTwo-scale stochastic systems : asymptotic analysis and controlHeavy traffic analysis of controlled queueing and communication networksMethods of mathematical financeStatistics of random processesDiscrete-time Markov chains : two-time-scale methods and applicationsStochastic calculus and financial applicationsMethods of numerical mathematicsCycle representations of Markov processesDiscrete gambling and stochastic gamesNumerical solution of stochastic differential equationsLinear multivariable control : a geometric approachStatistics of random processesGaussian random processesApplied probability and queuesStochastic calculus and applicationsFundamentals of queueing networks : performance, asymptotics, and optimizationStochastic filtering theoryImage analysis, random fields and dynamic Monte Carlo methods : a mathematical introductionMethods of mathematical financeDiscrete-time Markov control processes : basic optimality criteriaStochastic processes in queueing theoryA probabilistic theory of pattern recognitionOptimal stopping rulesStochastic portfolio theoryStochastic approximation and recursive algorithms and applicationsLinear multivariable control : a geometric approachStatistical estimation : asymptotic theoryControlled diffusion processesElements of queueing theory : Palm-Martingale calculus and stochastic recurrencesContinuous-time Markov chains and applications : a singular perturbation approachStochastic storage processes : queues, insurance risk, dams, and data communicationCycle representations of Markov processesDeterministic and stochastic optimal controlStochastic storage processes : queues, insurance risk, and damsControlled Markov processes and viscosity solutionsMartingale methods in financial modellingNumerical methods for stochastic control problems in continuous timeFurther topics on discrete-time Markov control processesNumerical methods for stochastic control problems in continuous timeLarge deviations techniques and applicationsRandom iterative modelsMethods of mathematical financeConjugate direction methods in optimizationStochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equationsMonte Carlo methods in financial engineeringRandom walks in the quarter-plane : algebraic methods, boundary value problems and applicationsMartingale methods in financial modellingStochastic integration and differential equations : a new approachStochastic integration and differential equations : a new approachStabilization of control systemsMethods of numerical mathematicsStochastic integration and differential equationsAdaptive algorithms and stochastic approximationsStochastic approximation and recursive algorithms and applicationsLarge deviations techniques and applicationsStochastic approximation algorithms and applicationsStochastic controls : Hamiltonian systems and HJB equationsBrownian motionElements of queueing theory : palm martingale calculus and stochastic recurrencesStochastic models in reliabilityNumerical solution of stochastic differential equationsModelling extremal events for insurance and financeGame theory : lectures for economists and systems scientistsOptimal stopping rulesStatistics of random processesMonte Carlo methods in financial engineeringImage analysis, random fields and Markov chain Monte Carlo methods : a mathematical introductionNumerical solution of stochastic differential equationsStochastic calculus and financial applicationsBrownian motionStochastic calculus and financial applications
- 連携機関・データベース
- 国立情報学研究所 : CiNii Research