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Found materials: 44

Related tags: processes, equations, differential, applications, introduction, methods, finance, physics, analysis, integrals

Books: Markov Chains and Stochastic Stability
Meyn S.P., Tweedie R.L., 1993



The area of Markov chain theory and application has matured over the past 20 years. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the u…

Books: Convergence of Stochastic Processes
Pollard D., 1984



Convergence of Stochastic Processes

Books: Path integrals in physics. Volume 1: stochastic process and quantum mechanics
Chaichian M., Demichev A., 2001



This book deals with systems possessing a infinite number of degrees in freedom. In this case the mathematics behind is well understood. The authors present it in a form accessible to a broad communit…

Books: Stochastic Modeling in Economics and Finance
Dupacova J., Hurt J., Stepan J., 2002



Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it i…

Books: Stochastic processes in physics, chemistry, and biology
Freund J.A. (ed.), Poeschel T. (ed.), 2000



The theory of stochastic processes provides a huge arsenal of methods suitable for analyzing the influence of noise on a wide range of systems. Noise-induced, noise-supported or noise-enhanced effects…

Books: Handbook of stochastic analysis and applications
Kannan D. (ed.), Lakshmikantham V. (ed.), 2002



Twelve contributions from mathematicians in the U.S., Russia, China, and Israel present an overview of the analysis of some basic stochastic processes and stochastic equations as well as certain of th…




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