Ceschi Roger Discrete Stochastic Processes and Optimal Filtering
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Optimal filtering applied to stationary and non-stationary signals provides the most efficient means of dealing with problems arising from the extraction of noise signals. Moreover, it is a fundamental feature in a range of applications, such as in navigation in aerospace and aeronautics, filter
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Jerome Bastien Non-Smooth Deterministic or Stochastic Discrete Dynamical Systems
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This book contains theoretical and application-oriented methods to treat models of dynamical systems involving non-smooth nonlinearities. The theoretical approach that has been retained and underlined in this work is associated with differential inclusions of mainly finite dimensional dynamical
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P. C. G. Vassiliou Discrete-time Asset Pricing Models in Applied Stochastic Finance
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Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration
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Ceschi & Pat The Bunny Kids T-Shirt 130
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Ceschi & Pat The Bunny Kids T-Shirt 130
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Группа авторов Stochastic Simulation
Купить за 14174.93 RUR
WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of
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Samuel Kotz Univariate Discrete Distributions
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This Set Contains: Continuous Multivariate Distributions, Volume 1, Models and Applications, 2nd Edition by Samuel Kotz, N. Balakrishnan and Normal L. Johnson Continuous Univariate Distributions, Volume 1, 2nd Edition by Samuel Kotz, N. Balakrishnan and Normal L. Johnson Continuous Univariate
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Jacques Janssen Basic Stochastic Processes
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This book presents basic stochastic processes, stochastic calculus including L?vy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values,
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R. Cairoli Sequential Stochastic Optimization
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Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a
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Группа авторов Markov Processes and Applications
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This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in
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Charalambos A. Charalambides Discrete q-Distributions
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A self-contained study of the various applications and developments of discrete distribution theory Written by a well-known researcher in the field, Discrete q-Distributions features an organized presentation of discrete q-distributions based on the stochastic model of a sequence of independent
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Ra?l Toral Stochastic Numerical Methods
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Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and
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