Les livres classés sous : stochastic
Stochastic Calculus for Finance I The Binomial Asset Pricing Model
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-bas...
(paru le 20/01/2004, consulté 1796 fois)
Global Analysis in Mathematical Physics Geometric and Stochastic Models
This book gives a common treatment to three areas of
application of Global analysis to Mathematical Physics
previously considered quite distant from each other. These
areas are the geometry of manifolds applied to classical
mechanics, stochastic different...
(paru le 01/02/1997, consulté 2519 fois)
Stochastic Calculus for Finance II Continuous-Time Models
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-bas...
(paru le 20/01/2005, consulté 2242 fois)
Stochastic Calculus for Finance I The Binomial Asset Pricing Model
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calc...
(paru le 17/08/2005, consulté 1642 fois)
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background....
(paru le 25/01/2006, consulté 1828 fois)
Online Stochastic Combinatorial Optimization
Online decision making under uncertainty and time constraints represents one of the most challenging problems for robust intelligent agents. In an increasingly dynamic, interconnected, and real-time world, intelligent systems must adapt dynamically to unc...
(paru le 04/12/2006, consulté 6090 fois)
Stochastic Local Search Foundations and Applications
Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint sa...
(paru le 08/10/2004, consulté 4273 fois)
Stochastic population models
The book focuses on stochastic modeling of population
processes. The book presents new symbolic mathematical software to develop practical methodological tools for stochastic population modeling. The book assumes calculus and some knowledge of mathematic...
(paru le 19/04/2004, consulté 4075 fois)
Heavy traffic analysis of controlled queueing and communication networks
This book provides a thorough development of the powerful
methods of heavy traffic analysis and approximations with
applications to a wide variety of stochastic (e.g. queueing
and communication) networks, for both controlled and
uncontrolled systems. The ...
(paru le 01/05/2001, consulté 3947 fois)
Stochastic Petri Net Models: Modeling and Simulation
This book is about stochastic Petri nets (SPNs), which
have proven to be a popular tool for modelling and
performance analysis of complex discrete-event stochastic
systems. The focus is on methods for modelling a system as
an SPN with general firing times...
(paru le 05/08/2002, consulté 5294 fois)