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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine par Capasso, Vincenzo. Publication : [S.l.] Birkhauser . 447 p. ; , Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. 24 cm. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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An introduction to fronts in random media / par Xin, Jack. Publication : London ; | New York : Springer, 2009 . x, 159 pages : 24 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Applied stochastic processes / par Lefebvre, Mario. Publication : [S.l.] : Springer, 2006 . 382 p. ; , Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful. 23 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Lectures on Probability Theory and Statistics : Ecole d'été de Probabilités de Saint-Flour XXXIII - 2003 / par Picard, Jean, Publication : Berlin Heidelberg : Springer-Verlag., 2005 . 1 online resource. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Limit theorems for stochastic processes / par Jacod, Jean. Publication : [S.l.] : Springer, 2003 . 661 p. ; , Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrals, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Optimisation et contrôle stochastique appliqués à la finance / par Pham, Huyên. Publication : Berlin ; | New York : Springer, 2007 . 1 online resource (xv, 186 pages). Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Random times and enlargements of filtrations in a Brownian setting / par Mansuy, Roger. Publication : Berlin ; | New York : Springer, 2006 . xiii, 158 p. : 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Statistics of random processes i / par Liptser,, Robert S. Publication : [S.l.] : Springer, 2000 . 400 p. ; , "Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical presentation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering" -George Yin, SIAM Review The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years. 25 cm. Date : 2000 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Stochastic processes in non-Archimedean Banach spaces, manifolds, and topological groups par Lüdkovsky, Sergey V. Publication : Hauppauge, N.Y. Nova Science Publishers. 2009 . xi, 296 pages , Includes index. 27 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Stochastic relations foundations for markov transition systems par Doberkat,, Ernst-Erich. Publication : [S.l.] Chapman and Hall/CRC 2007 . 376 p. , Collecting information previously scattered throughout the vast literature, including the author’s own research, Stochastic Relations: Foundations for Markov Transition Systems develops the theory of stochastic relations as a basis for Markov transition systems. After an introduction to the basic mathematical tools from topology, measure theory, and categories, the book examines the central topics of congruences and morphisms, applies these to the monoidal structure, and defines bisimilarity and behavioral equivalence within this framework. The author views developments from the general theory of coalgebras in the context of the subprobability functor. These tools show that bisimilarity and behavioral and logical equivalence are the same for general modal logics and for continuous time stochastic logic with and without a fixed point operator. With numerous problems and several case studies, this book is an invaluable study of an important aspect of computer science theory. 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

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An introduction to heavy-tailed and subexponential distributions / par Foss, Serguei. Publication : New York, NY : Springer, 2013 . 1 online resource. Date : 2013 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Markov processes, Feller semigroups and evolution equations / par Casteren, J. A. van. Publication : Singapore ; | Hackensack, NJ : World Scientific, 2011 . 1 online resource (xviii, 805 pages). Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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Probability and random processes : with applications to signal processing and communications / par Miller, Scott L. Publication : . 1 online resource (xiii, 536 pages) : , Includes index. Disponibilité :  http://www.sciencedirect.com/science/book/9780121726515,

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Stochastic models in queueing theory / par Medhi, J. Publication : . 1 online resource (xviii, 482 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780124874626,

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Stochastic optimal control : the discrete time case / par Bertsekas, Dimitri P. Publication : . 1 online resource (xiii, 323 pages) Disponibilité :  http://www.sciencedirect.com/science/book/9780120932603,  http://www.sciencedirect.com/science/publication?issn=00765392&volume=139,

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Decision and control in uncertain resource systems / par Mangel, Marc. Publication : . 1 online resource (xiii, 255 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780124687202,  http://www.sciencedirect.com/science/publication?issn=00765392&volume=172,

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Dynamic stochastic models from empirical data / par Kashyap, Rangasami L. Publication : . 1 online resource (xvi, 334 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780124005501,  http://www.sciencedirect.com/science/publication?issn=00765392&volume=122,

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Simulation: statistical foundations and methodology par Mihram, G. Arthur Publication : . 1 online resource (xv, 526 pages) Disponibilité :  http://www.sciencedirect.com/science/book/9780124959507,

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Stochastic models, estimation and control. Volume 3 / par Maybeck, Peter S. Publication : . 1 online resource (xvii, 291 pages) : , Stochastic models (BNB/PRECIS). Disponibilité :  http://www.sciencedirect.com/science/book/9780124807037,

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