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Probability theory and stochastic modelling

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Probability theory and stochastic modelling

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Note (General):

Formerly : Stochastic modelling and applied probability<BA70424457>

Related materials as well as pre- and post-revision versions

Stochastic integration in Banach Spaces : theory and applicationsLeave the NDL website. Methods of mathematical financeLeave the NDL website. Backward stochastic differential equations : from linear to fully nonlinear theoryLeave the NDL website. Pseudo-regularly varying functions and generalized renewal processesLeave the NDL website. Theory of random setsLeave the NDL website. Stochastic disorder problemsLeave the NDL website. Stochastic control theory : dynamic programming principleLeave the NDL website. Yosida approximations of stochastic differential equations in infinite dimensions and applicationsLeave the NDL website. Asymptotic theory of weakly dependent random processesLeave the NDL website. Stochastic optimal control in infinite dimension : dynamic programming and HJB equationsLeave the NDL website. Stochastic flows and jump-diffusionsLeave the NDL website. Matrix-exponential distributions in applied probabilityLeave the NDL website. Nonlinear expectations and stochastic calculus under uncertainty : with robust CLT and G-Brownian motionLeave the NDL website. Probability on compact lie groupsLeave the NDL website. Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programmingLeave the NDL website. Random ordinary differential equations and their numerical solutionLeave the NDL website. Stable convergence and stable limit theoremsLeave the NDL website. Mean field FBSDEs, control, and gamesLeave the NDL website. Analysis and approximation of rare events : representations and weak convergence methodsLeave the NDL website. Limit theorems for multi-indexed sums of random variablesLeave the NDL website. Ambit stochasticsLeave the NDL website. Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniquesLeave the NDL website. Random walks in the quarter plane : algebraic methods, boundary value problems, applications to queueing systems and analytic combinatoricsLeave the NDL website. Dynamic Markov bridges and market microstructure : theory and applicationsLeave the NDL website. Random measures, theory and applicationsLeave the NDL website. Stochastic evolution systems : linear theory and applications to non-linear filteringLeave the NDL website. Mean field games with common noise and master equationsLeave the NDL website. Discrete probability models and methods : probability on graphs and trees, Markov chains and random fields, entropy and codingLeave the NDL website. Risk and insurance : a graduate textLeave the NDL website. Foundations of modern probabilityLeave the NDL website. Random ordinary differential equations and their numerical solutionLeave the NDL website. Mathematical control theory for stochastic partial differential equationsLeave the NDL website. Marginal and functional quantization of stochastic processesLeave the NDL website. Markov renewal and piecewise deterministic processesLeave the NDL website. The quasispecies equation and classical population modelsLeave the NDL website. Concentration and Gaussian approximation for randomized sumsLeave the NDL website. Random walks and physical fieldsLeave the NDL website. Foundations of modern probabilityLeave the NDL website. Random measures, theory and applicationsLeave the NDL website. Risk and insurance : a graduate textLeave the NDL website. Measure-valued branching Markov processesLeave the NDL website. Measure-Valued Branching Markov ProcessesLeave the NDL website. Point process calculus in time and space : an introduction with applicationsLeave the NDL website. Continuous-time Markov decision processes : Borel space models and general control strategiesLeave the NDL website. Analysis and approximation of rare events : representations and weak convergence methodsLeave the NDL website.

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Paper

Material Type
図書
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Alternative Title
PTSM
Place of Publication (Country Code)
sz
Target Audience
一般
Note (General)
Formerly : Stochastic modelling and applied probability<BA70424457>
Related Material
Stochastic integration in Banach Spaces : theory and applications
Methods of mathematical finance
Backward stochastic differential equations : from linear to fully nonlinear theory
Pseudo-regularly varying functions and generalized renewal processes
Theory of random sets
Stochastic disorder problems
Stochastic control theory : dynamic programming principle
Yosida approximations of stochastic differential equations in infinite dimensions and applications
Asymptotic theory of weakly dependent random processes
Stochastic optimal control in infinite dimension : dynamic programming and HJB equations
Stochastic flows and jump-diffusions
Matrix-exponential distributions in applied probability
Nonlinear expectations and stochastic calculus under uncertainty : with robust CLT and G-Brownian motion
Probability on compact lie groups
Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming
Random ordinary differential equations and their numerical solution
Stable convergence and stable limit theorems
Mean field FBSDEs, control, and games
Analysis and approximation of rare events : representations and weak convergence methods
Limit theorems for multi-indexed sums of random variables
Ambit stochastics
Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques
Random walks in the quarter plane : algebraic methods, boundary value problems, applications to queueing systems and analytic combinatorics
Dynamic Markov bridges and market microstructure : theory and applications
Random measures, theory and applications
Stochastic evolution systems : linear theory and applications to non-linear filtering
Mean field games with common noise and master equations
Discrete probability models and methods : probability on graphs and trees, Markov chains and random fields, entropy and coding
Risk and insurance : a graduate text
Foundations of modern probability
Random ordinary differential equations and their numerical solution
Mathematical control theory for stochastic partial differential equations
Marginal and functional quantization of stochastic processes
Markov renewal and piecewise deterministic processes
The quasispecies equation and classical population models
Concentration and Gaussian approximation for randomized sums
Random walks and physical fields
Foundations of modern probability
Random measures, theory and applications
Risk and insurance : a graduate text
Measure-valued branching Markov processes
Measure-Valued Branching Markov Processes
Point process calculus in time and space : an introduction with applications
Continuous-time Markov decision processes : Borel space models and general control strategies
Analysis and approximation of rare events : representations and weak convergence methods
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国立情報学研究所 : CiNii Research