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Continuous-time stochastic control and optimization with financial applications / Huyên Pham. (Stochastic modelling and applied probability ; 61)

Continuous-time stochastic control and optimization with financial applications / Huyên Pham. (Stochastic modelling and applied probability ; 61)
Paper図書
Springerc2009.<MA216-B33>
National Diet Library

Stochastic differential equations, backward SDEs, partial differential equations

Stochastic differential equations, backward SDEs, partial differential equations
Paper図書
Etienne Pardoux, Aurel RăşcanuSpringerc2014
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Continuous-time Markov chains and applications : a two-time-scale approach 2nd ed

Continuous-time Markov chains and applications : a two-time-scale approach 2nd ed
Paper図書
G. George Yin, Qing ZhangSpringerc2013
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation
Paper図書
Carl Graham, Denis TalaySpringerc2013
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Stochastic models in reliability 2nd ed

Stochastic models in reliability 2nd ed
Paper図書
Terje Aven, Uwe JensenSpringerc2013
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Discretization of processes : hbk : pbk

Discretization of processes : hbk : pbk
Paper図書
Jean Jacod, Philip ProtterSpringerc2012
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Stochastic stability of differential equations : [pbk.] Completely rev. and enl. 2nd ed

Stochastic stability of differential equations : [pbk.] Completely rev. and enl. 2nd ed
Paper図書
Rafail Khasminskii ; with contributions by G.N. Milstein and M.B. NevelsonSpringerc2012
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Hybrid switching diffusions : properties and applications

Hybrid switching diffusions : properties and applications
Paper図書
G. George Yin, Chao ZhuSpringer Verlagc2010
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Stochastic integration and differential equations : pbk 2nd ed., version 2.1

Stochastic integration and differential equations : pbk 2nd ed., version 2.1
Paper図書
Philip E. ProtterSpringerc2010
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Numerical solution of stochastic differential equations with jumps in finance

Numerical solution of stochastic differential equations with jumps in finance
Paper図書
Eckhard Platen, Nicola Bruti-LiberatiSpringerc2010
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Numerical solution of stochastic differential equations with jumps in finance : softcover

Numerical solution of stochastic differential equations with jumps in finance : softcover
Paper図書
Eckhard Platen, Nicola Bruti-LiberatiSpringerc2010
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Martingale methods in financial modelling : pbk. 2nd ed., corr. 3rd printing

Martingale methods in financial modelling : pbk. 2nd ed., corr. 3rd printing
Paper図書
Marek Musiela, Marek RutkowskiSpringer2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Fundamentals of stochastic filtering : pbk

Fundamentals of stochastic filtering : pbk
Paper図書
Alan Bain, Dan CrisanSpringerc2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Continuous-time Markov decision processes : theory and applications

Continuous-time Markov decision processes : theory and applications
Paper図書
Xianping Guo, Onésimo Hernández-LermaSpringer Verlag2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Continuous-time stochastic control and optimization with financial applications : pbk

Continuous-time stochastic control and optimization with financial applications : pbk
Paper図書
Huyên PhamSpringerc2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Continuous-time stochastic control and optimization with financial applications

Continuous-time stochastic control and optimization with financial applications
Paper図書
Huyên PhamSpringerc2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Martingale methods in financial modelling 2nd ed., corr. 3rd printing

Martingale methods in financial modelling 2nd ed., corr. 3rd printing
Paper図書
Marek Musiela, Marek RutkowskiSpringer2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Fundamentals of stochastic filtering

Fundamentals of stochastic filtering
Paper図書
Alan Bain, Dan CrisanSpringerc2009
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Hidden Markov models : estimation and control [2nd ed]

Hidden Markov models : estimation and control [2nd ed]
Paper図書
Robert J. Elliott, Lakhdar Aggoun, John B. MooreSpringer2008, c1995
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability

Modelling extremal events for insurance and finance : alk. paper 4th corr. print. and 8th print

Modelling extremal events for insurance and finance : alk. paper 4th corr. print. and 8th print
Paper図書
Paul Embrechts, Claudia Klüppelberg, Thomas MikoschSpringer2008
Other Libraries in Japan
  • Related MaterialStochastic modelling and applied probability
  • Periodical TitleStochastic modelling and applied probability
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