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Stochastic modelling and applied probability

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Stochastic modelling and applied probability

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Note (General):

Formerly : Applications of mathematics<BA00256802>Continues : Probability theory and stochastic modelling<BB16477852>

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

Stochastic control of hereditary systems and applicationsLeave the NDL website. Stochastic integration and differential equationsLeave the NDL website. Fundamentals of stochastic filteringLeave the NDL website. Stochastic models in reliabilityLeave the NDL website. Cycle representations of Markov processesLeave the NDL website. Continuous-time Markov chains and applications : a two-time-scale approachLeave the NDL website. Controlled Markov processes and viscosity solutionsLeave the NDL website. Average-cost control of stochastic manufacturing systemsLeave the NDL website. Modelling extremal events for insurance and financeLeave the NDL website. Stochastic differential equations, backward SDEs, partial differential equationsLeave the NDL website. Hidden Markov models : estimation and controlLeave the NDL website. Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulationLeave the NDL website. Stochastic integration and differential equationsLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Numerical solution of stochastic differential equations with jumps in financeLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Discretization of processesLeave the NDL website. Wave propagation and time reversal in randomly layered mediaLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Continuous-time stochastic control and optimization with financial applicationsLeave the NDL website. Continuous-time stochastic control and optimization with financial applicationsLeave the NDL website. Stochastic simulation : algorithms and analysisLeave the NDL website. Continuous-time Markov decision processes : theory and applicationsLeave the NDL website. Fundamentals of stochastic filteringLeave the NDL website. Martingale methods in financial modellingLeave the NDL website. Hybrid switching diffusions : properties and applicationsLeave the NDL website. Stochastic stability of differential equationsLeave the NDL website. Monte Carlo methods in financial engineeringLeave the NDL website. Numerical solution of stochastic differential equations with jumps in financeLeave the NDL website. Controlled Markov processes and viscosity solutionsLeave the NDL website.

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Table of Contents

  • Stochastic control of hereditary systems and applications

  • Stochastic integration and differential equations

  • Fundamentals of stochastic filtering

  • Stochastic models in reliability

  • Cycle representations of Markov processes

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Paper

Material Type
図書
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Alternative Title
SMAP
Place of Publication (Country Code)
gw
Target Audience
一般
Note (General)
Formerly : Applications of mathematics<BA00256802>
Continues : Probability theory and stochastic modelling<BB16477852>
Related Material
Stochastic control of hereditary systems and applications
Stochastic integration and differential equations
Fundamentals of stochastic filtering
Stochastic models in reliability
Cycle representations of Markov processes
Continuous-time Markov chains and applications : a two-time-scale approach
Controlled Markov processes and viscosity solutions
Average-cost control of stochastic manufacturing systems
Modelling extremal events for insurance and finance
Stochastic differential equations, backward SDEs, partial differential equations
Hidden Markov models : estimation and control
Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation
Stochastic integration and differential equations
Martingale methods in financial modelling
Numerical solution of stochastic differential equations with jumps in finance
Martingale methods in financial modelling
Discretization of processes
Wave propagation and time reversal in randomly layered media
Martingale methods in financial modelling
Continuous-time stochastic control and optimization with financial applications
Continuous-time stochastic control and optimization with financial applications
Stochastic simulation : algorithms and analysis
Continuous-time Markov decision processes : theory and applications
Fundamentals of stochastic filtering
Martingale methods in financial modelling
Hybrid switching diffusions : properties and applications
Stochastic stability of differential equations
Monte Carlo methods in financial engineering
Numerical solution of stochastic differential equations with jumps in finance
Controlled Markov processes and viscosity solutions
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国立情報学研究所 : CiNii Research