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Found materials: 44

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

Books: Stochastic processes. Estimation, optimization and analysis
Najim K., Ikonen E., Daoud A.-K., 2004



For engineers dealing with stochastic processes and for students of automatic control and mechanical and electrical engineering, Najim (INP, Toulouse, France) Enso Ikonen (U. of Oulu, Finland) and Ait…

Books: Stochastic Differential Equations
Øksendal B., 2000



The author, a lucid mind with a fine pedagogical instinct, haswritten a splendid text. He starts out by stating six problems in theintroduction in which stochastic differential equations play anessent…

Books: Nonparametric statistics for stochastic processes
Bosq D., 1996



This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes.…

Books: Stochastic Partial Differential Equations
da Prato G., 1997



Stochastic Partial Differential Equations

Books: Stochastic complexity in statistical inquiry
Rissanen J., 1989



This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorit…

Books: Stochastic Systems: Estimation, Identification, and Adaptive Control
Kumar P.R., Varaiya P., 1986



Stochastic Systems: Estimation, Identification, and Adaptive Control




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