Books

16 results found
Title Authors Description OpenBook ID
Fundamentals of queueing networks Fundamentals of queueing networks Chen, Hong,David D. Yao,Hong Chen "This text contains the essentials of queuing networks, from the classical product-form theory to the more recent developments such as diffusion and fluid limits, stochastic comparisons, stability, d… OL11209519W
Pricing of derivatives on mean-reverting assets Pricing of derivatives on mean-reverting assets Björn Lutz The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of assets, conven… OL15896414W
Extinction and quasi-stationarity in the stochastic logistic SIS model Extinction and quasi-stationarity in the stochastic logistic SIS model Ingemar Nåsell "This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SI… OL16489644W
Probability and Computing Probability and Computing Eli Upfal,Michael Mitzenmacher xx, 467 pages : 27 cm OL16951595W
Level Crossing Methods In Stochastic Models Level Crossing Methods In Stochastic Models Percy H. Brill Since its inception in 1974, the level crossing approach for analyzing a large class of stochastic models has become increasingly popular among researchers. This volume traces the evolution of level … OL17410834W
Advances in Stochastic Modelling and Data Analysis Advances in Stochastic Modelling and Data Analysis Jacques Janssen Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and mar… OL19824809W
Chaos: A Statistical Perspective Chaos: A Statistical Perspective Kung-sik Chan This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers, although readers wh… OL19833872W
Stochastic equations through the eye of the physicist Stochastic equations through the eye of the physicist Valeriĭ Isaakovich Kli͡at͡skin Divided into five parts, part I of this book gives mathematical formulation for the physical models of transport, diffusion, propagation. Parts II and III set up and apply the techniques of variation… OL19904144W
Stochastic Networked Control Systems Stochastic Networked Control Systems Serdar Yüksel Networked control systems are increasingly ubiquitous today, with applications ranging from vehicle communication and adaptive power grids to space exploration and economics. The optimal design of su… OL19904170W
Introduction to Stochastic Analysis and Malliavin Calculus Introduction to Stochastic Analysis and Malliavin Calculus Giuseppe Da Prato "This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown from a series of courses delivered at the Scuola Normale S… OL20674107W
Mathematics of financial obligations Mathematics of financial obligations S. N. Volkov,A. V. Melnikov,M. L. Nechaev "The book is geared toward specialists in finance and actuarial mathematics, practitioners in the financial and insurance business, students, and post-docs in corresponding areas of study. Readers sh… OL23789926W
Stochastic calculus and financial applications Stochastic calculus and financial applications J. Michael Steele A graduate level methematical introduction to stochastic calculus using financial applications as examples. Starts with the discrete stochastic process then quickly moves on to continuous stochastic… OL3341996W
Stochastic Calculus Stochastic Calculus Mircea Grigoriu "Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. The type, rather than the particular field of applications, is used to categor… OL3751025W
Stochastic analysis of computer storage Stochastic analysis of computer storage Oleg Ivanovich Aven This is a very good book I read in the past. I hope to read it again and wish a pdf to read it since my eyesight is too weak to read paper copy. OL4967266W
Introductory stochastic analysis for finance and insurance Introductory stochastic analysis for finance and insurance X. Sheldon Lin Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master an… OL5853009W
Pseudo-differential equations and stochastics over non-Archimedean fields Pseudo-differential equations and stochastics over non-Archimedean fields Anatoly N. Kochubei "This reference provides coverage of the most recent developments in the theory of non-Archimedean pseudo-differential equations and its application to stochastics and mathematical physics - offering… OL6225854W