An Introduction To Continuous Time Stochastic Processes

An Introduction to Continuous Time Stochastic Processes PDF
Author: Vincenzo Capasso
Publisher: Springer Science & Business Media
ISBN: 0817683461
Size: 39.99 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 434
View: 1608

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An Introduction To Continuous Time Stochastic Processes

by Vincenzo Capasso, An Introduction To Continuous Time Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download An Introduction To Continuous Time Stochastic Processes books, 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.


An Introduction To Stochastic Modeling

An Introduction to Stochastic Modeling PDF
Author: Mark Pinsky
Publisher: Academic Press
ISBN: 0123814162
Size: 13.70 MB
Format: PDF, ePub
Category : Mathematics
Languages : en
Pages : 563
View: 4947

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An Introduction To Stochastic Modeling

by Mark Pinsky, An Introduction To Stochastic Modeling Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Modeling books, Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. New to this edition: Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications Plentiful, completely updated problems Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers New chapters of stochastic differential equations and Brownian motion and related processes Additional sections on Martingale and Poisson process Realistic applications from a variety of disciplines integrated throughout the text Extensive end of chapter exercises sets, 250 with answers Chapter 1-9 of the new edition are identical to the previous edition New! Chapter 10 - Random Evolutions New! Chapter 11- Characteristic functions and Their Applications


Continuous Time Markov Processes

Continuous Time Markov Processes PDF
Author: Thomas Milton Liggett
Publisher: American Mathematical Soc.
ISBN: 0821849492
Size: 22.62 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 271
View: 7022

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Continuous Time Markov Processes

by Thomas Milton Liggett, Continuous Time Markov Processes Books available in PDF, EPUB, Mobi Format. Download Continuous Time Markov Processes books, Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples. The initial chapter is devoted to the most important classical example - one dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.


An Introduction To Stochastic Processes With Applications To Biology

An Introduction to Stochastic Processes with Applications to Biology PDF
Author: Linda J. S. Allen
Publisher: CRC Press
ISBN: 143989468X
Size: 33.23 MB
Format: PDF
Category : Mathematics
Languages : en
Pages : 496
View: 7357

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An Introduction To Stochastic Processes With Applications To Biology

by Linda J. S. Allen, An Introduction To Stochastic Processes With Applications To Biology Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Processes With Applications To Biology books, An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes. New to the Second Edition A new chapter on stochastic differential equations that extends the basic theory to multivariate processes, including multivariate forward and backward Kolmogorov differential equations and the multivariate Itô’s formula The inclusion of examples and exercises from cellular and molecular biology Double the number of exercises and MATLAB® programs at the end of each chapter Answers and hints to selected exercises in the appendix Additional references from the literature This edition continues to provide an excellent introduction to the fundamental theory of stochastic processes, along with a wide range of applications from the biological sciences. To better visualize the dynamics of stochastic processes, MATLAB programs are provided in the chapter appendices.


An Introduction To Stochastic Processes

An Introduction to Stochastic Processes PDF
Author: Edward P.C. Kao
Publisher: Courier Dover Publications
ISBN: 0486837920
Size: 59.22 MB
Format: PDF
Category : Computers
Languages : en
Pages : 448
View: 7509

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An Introduction To Stochastic Processes

by Edward P.C. Kao, An Introduction To Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Processes books, This incorporation of computer use into teaching and learning stochastic processes takes an applications- and computer-oriented approach rather than a mathematically rigorous approach. Solutions Manual available to instructors upon request. 1997 edition.


An Introduction To Probability And Stochastic Processes

An Introduction to Probability and Stochastic Processes PDF
Author: James L. Melsa
Publisher: Courier Corporation
ISBN: 0486315959
Size: 72.76 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 416
View: 3654

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An Introduction To Probability And Stochastic Processes

by James L. Melsa, An Introduction To Probability And Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download An Introduction To Probability And Stochastic Processes books, Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.


An Introduction To Stochastic Processes

An Introduction to Stochastic Processes PDF
Author: M. S. Bartlett
Publisher: CUP Archive
ISBN: 9780521215855
Size: 68.36 MB
Format: PDF, ePub, Docs
Category : Mathematics
Languages : en
Pages : 388
View: 299

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An Introduction To Stochastic Processes

by M. S. Bartlett, An Introduction To Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Processes books, Random sequences; Processes in continuous time; Miscellaneous statistical applications; Limiting stochastic operations; Stationary processes; Prediction and communication theory; The statistical analysis of stochastic processes; Correlation analysis of time-series.


Brownian Motion

Brownian Motion PDF
Author: René L. Schilling
Publisher: Walter de Gruyter
ISBN: 3110278987
Size: 63.48 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 394
View: 7083

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Brownian Motion

by René L. Schilling, Brownian Motion Books available in PDF, EPUB, Mobi Format. Download Brownian Motion books, Stochastic processes occur in a large number of fields in sciences and engineering, so they need to be understood by applied mathematicians, engineers and scientists alike. This work is ideal for a first course introducing the reader gently to the subject matter of stochastic processes. It uses Brownian motion since this is a stochastic process which is central to many applications and which allows for a treatment without too many technicalities. All chapters are modular and are written in a style where the lecturer can "pick and mix" topics. A "dependence chart" will guide the reader when arrange her/his own digest of material.


Dynamic Term Structure Modeling

Dynamic Term Structure Modeling PDF
Author: Sanjay K. Nawalkha
Publisher: John Wiley & Sons
ISBN: 9780470140062
Size: 66.60 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 640
View: 212

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Dynamic Term Structure Modeling

by Sanjay K. Nawalkha, Dynamic Term Structure Modeling Books available in PDF, EPUB, Mobi Format. Download Dynamic Term Structure Modeling books, Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike." --Sanjiv Ranjan Das Professor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives "Bravo! This is an exhaustive analysis of the yield curve dynamics. It is clear, pedagogically impressive, well presented, and to the point." --Nassim Nicholas Taleb author, Dynamic Hedging and The Black Swan "Nawalkha, Beliaeva, and Soto have put together a comprehensive, up-to-date textbook on modern dynamic term structure modeling. It is both accessible and rigorous and should be of tremendous interest to anyone who wants to learn about state-of-the-art fixed income modeling. It provides many numerical examples that will be valuable to readers interested in the practical implementations of these models." --Pierre Collin-Dufresne Associate Professor of Finance, UC Berkeley "The book provides a comprehensive description of the continuous time interest rate models. It serves an important part of the trilogy, useful for financial engineers to grasp the theoretical underpinnings and the practical implementation." --Thomas S. Y. Ho, PHD President, Thomas Ho Company, Ltd, coauthor, The Oxford Guide to Financial Modeling


An Introduction To Signal Detection And Estimation

An Introduction to Signal Detection and Estimation PDF
Author: H. Vincent Poor
Publisher: Springer Science & Business Media
ISBN: 9780387941738
Size: 34.24 MB
Format: PDF, ePub, Mobi
Category : Technology & Engineering
Languages : en
Pages : 398
View: 1868

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An Introduction To Signal Detection And Estimation

by H. Vincent Poor, An Introduction To Signal Detection And Estimation Books available in PDF, EPUB, Mobi Format. Download An Introduction To Signal Detection And Estimation books, Essential background reading for engineers and scientists working in such fields as communications, control, signal, and image processing, radar and sonar, radio astronomy, seismology, remote sensing, and instrumentation. The book can be used as a textbook for a single course, as well as a combination of an introductory and an advanced course, or even for two separate courses, one in signal detection, the other in estimation.