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Found materials: 44

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

Books: Singular Stochastic Differential Equations
Cherny A.S., Englebert H.-J., 2004

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (cal…

Books: The Elements of Stochastic Processes With Applications to the Natural Sciences.
Bailey N.T.J., 1964

Develops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathemati…

Books: Stochastic Methods in Finance
Back K., 2004

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanon

Books: Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics
Gardiner C.W., Zoller P., 2000

This book offers a systematic and comprehensive exposition of the quantum stochastic methods that have been developed in the field of quantum optics. It includes new treatments of photodetection, quan…

Books: Stochastic processes
Doob J.L., 1990

The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of proba…

Books: Complex stochastic processes
Miller K.S., 1974

When the student of engineering or applied science is first exposed to stochastic processes, or noise theory, he is usually content to manipulate random variables formally as if they were ordinary fun…


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