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Search results for tags «stochastic»

Found materials: 44

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

Books: An introduction to stochastic processes in physics
Lemons D.S., 2002



A textbook for physics and engineering students that recasts foundational problems in classical physics into the language of random variables. It develops the concepts of statistical independence, exp…

Books: Stochastic methods in economics and finance
Malliaris A.G., Brock W.A., 1999



This book will almost certainly become a basic reference for academic researchers in finance. It will also find wide use as a textbook for Ph.D. students in finance and economics.

Books: Stochastic differential equations : an introduction with applications
Oksendal B., 2000



This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its imp…

Books: Stochastic Integrals
McKean H.P., 1969



This book deals with a special topic in the field of diffusion processes: differential and integral calculus based upon the Brownian motion.

Books: Stochastic Integration and Differential Equations
Protter P.E., 2004



It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published,…

Books: Introduction to stochastic processes
Vrbik J.



This course was read in Brock University by Jan Vrbik.




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