Jump to main content
図書

Applications of mathematics

Icons representing 図書

Applications of mathematics

Material type
図書
Author
-
Publisher
Springer-Verlag
Publication date
-
Material Format
Paper
Capacity, size, etc.
-
NDC
-
View All

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

Hidden Markov models : estimation and controlLeave the NDL website. Numerical solution of stochastic differential equationsLeave the NDL website. Stochastic networks and queuesLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Difference methods and their extrapolationsLeave the NDL website. Controlled diffusion processesLeave the NDL website. Optimization, theory and applications : problems with ordinary differential equationsLeave the NDL website. Methods of mathematical financeLeave the NDL website. Information-spectrum methods in information theoryLeave the NDL website. Applied functional analysisLeave the NDL website. Applied functional analysisLeave the NDL website. Numerical solution of stochastic differential equationsLeave the NDL website. Introduction to stochastic networksLeave the NDL website. Two-scale stochastic systems : asymptotic analysis and controlLeave the NDL website. Heavy traffic analysis of controlled queueing and communication networksLeave the NDL website. Methods of mathematical financeLeave the NDL website. Statistics of random processesLeave the NDL website. Discrete-time Markov chains : two-time-scale methods and applicationsLeave the NDL website. Stochastic calculus and financial applicationsLeave the NDL website. Methods of numerical mathematicsLeave the NDL website. Cycle representations of Markov processesLeave the NDL website. Discrete gambling and stochastic gamesLeave the NDL website. Numerical solution of stochastic differential equationsLeave the NDL website. Linear multivariable control : a geometric approachLeave the NDL website. Statistics of random processesLeave the NDL website. Gaussian random processesLeave the NDL website. Applied probability and queuesLeave the NDL website. Stochastic calculus and applicationsLeave the NDL website. Fundamentals of queueing networks : performance, asymptotics, and optimizationLeave the NDL website. Stochastic filtering theoryLeave the NDL website. Image analysis, random fields and dynamic Monte Carlo methods : a mathematical introductionLeave the NDL website. Methods of mathematical financeLeave the NDL website. Discrete-time Markov control processes : basic optimality criteriaLeave the NDL website. Stochastic processes in queueing theoryLeave the NDL website. A probabilistic theory of pattern recognitionLeave the NDL website. Optimal stopping rulesLeave the NDL website. Stochastic portfolio theoryLeave the NDL website. Stochastic approximation and recursive algorithms and applicationsLeave the NDL website. Linear multivariable control : a geometric approachLeave the NDL website. Statistical estimation : asymptotic theoryLeave the NDL website. Controlled diffusion processesLeave the NDL website. Elements of queueing theory : Palm-Martingale calculus and stochastic recurrencesLeave the NDL website. Continuous-time Markov chains and applications : a singular perturbation approachLeave the NDL website. Stochastic storage processes : queues, insurance risk, dams, and data communicationLeave the NDL website. Cycle representations of Markov processesLeave the NDL website. Deterministic and stochastic optimal controlLeave the NDL website. Stochastic storage processes : queues, insurance risk, and damsLeave the NDL website. Controlled Markov processes and viscosity solutionsLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Numerical methods for stochastic control problems in continuous timeLeave the NDL website. Further topics on discrete-time Markov control processesLeave the NDL website. Numerical methods for stochastic control problems in continuous timeLeave the NDL website. Large deviations techniques and applicationsLeave the NDL website. Random iterative modelsLeave the NDL website. Methods of mathematical financeLeave the NDL website. Conjugate direction methods in optimizationLeave the NDL website. Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equationsLeave the NDL website. Monte Carlo methods in financial engineeringLeave the NDL website. Random walks in the quarter-plane : algebraic methods, boundary value problems and applicationsLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Stochastic integration and differential equations : a new approachLeave the NDL website. Stochastic integration and differential equations : a new approachLeave the NDL website. Stabilization of control systemsLeave the NDL website. Methods of numerical mathematicsLeave the NDL website. Stochastic integration and differential equationsLeave the NDL website. Adaptive algorithms and stochastic approximationsLeave the NDL website. Stochastic approximation and recursive algorithms and applicationsLeave the NDL website. Large deviations techniques and applicationsLeave the NDL website. Stochastic approximation algorithms and applicationsLeave the NDL website. Stochastic controls : Hamiltonian systems and HJB equationsLeave the NDL website. Brownian motionLeave the NDL website. Elements of queueing theory : palm martingale calculus and stochastic recurrencesLeave the NDL website. Stochastic models in reliabilityLeave the NDL website. Numerical solution of stochastic differential equationsLeave the NDL website. Modelling extremal events for insurance and financeLeave the NDL website. Game theory : lectures for economists and systems scientistsLeave the NDL website. Optimal stopping rulesLeave the NDL website. Statistics of random processesLeave the NDL website. Monte Carlo methods in financial engineeringLeave the NDL website. Image analysis, random fields and Markov chain Monte Carlo methods : a mathematical introductionLeave the NDL website. Numerical solution of stochastic differential equationsLeave the NDL website. Stochastic calculus and financial applicationsLeave the NDL website. Brownian motionLeave the NDL website. Stochastic calculus and financial applicationsLeave the NDL website. Numerical methods for stochastic control problems in continuous timeLeave the NDL website.

Search by Bookstore

Holdings of Libraries in Japan

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

  • CiNii Research

    Search Service
    Paper
    You can check the holdings of institutions and databases with which CiNii Research is linked at the site of CiNii Research.

Bibliographic Record

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Paper

Material Type
図書
Publication, Distribution, etc.
Alternative Title
Applications of Mathematics : stochastic modelling and applied probability
Place of Publication (Country Code)
us
Text Language Code
en
Target Audience
一般
Related Material
Hidden Markov models : estimation and control
Numerical solution of stochastic differential equations
Stochastic networks and queues
Martingale methods in financial modelling
Difference methods and their extrapolations
Controlled diffusion processes
Optimization, theory and applications : problems with ordinary differential equations
Methods of mathematical finance
Information-spectrum methods in information theory
Applied functional analysis
Applied functional analysis
Numerical solution of stochastic differential equations
Introduction to stochastic networks
Two-scale stochastic systems : asymptotic analysis and control
Heavy traffic analysis of controlled queueing and communication networks
Methods of mathematical finance
Statistics of random processes
Discrete-time Markov chains : two-time-scale methods and applications
Stochastic calculus and financial applications
Methods of numerical mathematics
Cycle representations of Markov processes
Discrete gambling and stochastic games
Numerical solution of stochastic differential equations
Linear multivariable control : a geometric approach
Statistics of random processes
Gaussian random processes
Applied probability and queues
Stochastic calculus and applications
Fundamentals of queueing networks : performance, asymptotics, and optimization
Stochastic filtering theory
Image analysis, random fields and dynamic Monte Carlo methods : a mathematical introduction
Methods of mathematical finance
Discrete-time Markov control processes : basic optimality criteria
Stochastic processes in queueing theory
A probabilistic theory of pattern recognition
Optimal stopping rules
Stochastic portfolio theory
Stochastic approximation and recursive algorithms and applications
Linear multivariable control : a geometric approach
Statistical estimation : asymptotic theory
Controlled diffusion processes
Elements of queueing theory : Palm-Martingale calculus and stochastic recurrences
Continuous-time Markov chains and applications : a singular perturbation approach
Stochastic storage processes : queues, insurance risk, dams, and data communication
Cycle representations of Markov processes
Deterministic and stochastic optimal control
Stochastic storage processes : queues, insurance risk, and dams
Controlled Markov processes and viscosity solutions
Martingale methods in financial modelling
Numerical methods for stochastic control problems in continuous time
Further topics on discrete-time Markov control processes
Numerical methods for stochastic control problems in continuous time
Large deviations techniques and applications
Random iterative models
Methods of mathematical finance
Conjugate direction methods in optimization
Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations
Monte Carlo methods in financial engineering
Random walks in the quarter-plane : algebraic methods, boundary value problems and applications
Martingale methods in financial modelling
Stochastic integration and differential equations : a new approach
Stochastic integration and differential equations : a new approach
Stabilization of control systems
Methods of numerical mathematics
Stochastic integration and differential equations
Adaptive algorithms and stochastic approximations
Stochastic approximation and recursive algorithms and applications
Large deviations techniques and applications
Stochastic approximation algorithms and applications
Stochastic controls : Hamiltonian systems and HJB equations
Brownian motion
Elements of queueing theory : palm martingale calculus and stochastic recurrences
Stochastic models in reliability
Numerical solution of stochastic differential equations
Modelling extremal events for insurance and finance
Game theory : lectures for economists and systems scientists
Optimal stopping rules
Statistics of random processes
Monte Carlo methods in financial engineering
Image analysis, random fields and Markov chain Monte Carlo methods : a mathematical introduction
Numerical solution of stochastic differential equations
Stochastic calculus and financial applications
Brownian motion
Stochastic calculus and financial applications
Numerical methods for stochastic control problems in continuous time
Data Provider (Database)
国立情報学研究所 : CiNii Research