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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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Selected works of C. C. Heyde par Heyde, C. C. Publication : New York Springer. 2010 . xxxvii, 463 pages 25 cm. Date : 2010 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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Weak convergence and empirical processes par Vaart, A. W. van der. Publication : New York Springer 1996 . xvi, 508 pages 24 cm. Date : 1996 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (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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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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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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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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Discrete-parameter martingales / par Neveu, J. Publication : . 1 online resource (viii, 236 pages) , Revised translation of Martingales à temps discret. Disponibilité :  http://www.sciencedirect.com/science/book/9780720428100,

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Dirichlet forms and Markov processes / par Fukushima, Masatoshi, Publication : . 1 online resource (x, 196 pages). , Based on the author's Dirikure keishiki to Marukofu katei, published in 1975. Disponibilité :  http://www.sciencedirect.com/science/book/9780444854216,

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Dynamics of stochastic systems / par Kli︠a︡t︠s︡kin, Valeriĭ Isaakovich. Publication : . 1 online resource (205 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780444517968,

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Stochastic dynamics and control / par Sun, Jian-Qiao. Publication : . 1 online resource (xvi, 410 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780444522306,

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The Art of Progressive Censoring Applications to Reliability and Quality / par Balakrishnan, N. Publication : . XXI, 645 p. 47 illus., 4 illus. in color. Disponibilité :  http://dx.doi.org/10.1007/978-0-8176-4807-7,

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Quantile-Based Reliability Analysis par Nair, N. Unnikrishnan. Publication : . XX, 397 p. 20 illus., 3 illus. in color. Disponibilité :  http://dx.doi.org/10.1007/978-0-8176-8361-0,

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A Probability Path par Resnick, Sidney I. Publication : . XIV, 453 p. 11 illus. Disponibilité :  http://dx.doi.org/10.1007/978-0-8176-8409-9,

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