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Science/Engineering Diffusions, Markov Processes and Martingales |
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Diffusions, Markov Processes and MartingalesCambridge University Press; September 18, 2000; ISBN-10: 0521775930; 494 pages; PDF; 3.13 mbThe second volume concentrates on stochastic integrals, stochastic differential equations, excursio ... Tags : Diffusions Markov Martingales Processes , Posted on 2010-03-16 | |
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Science/Engineering Diffusions and Elliptic Operators (Probability and its Applications) |
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Diffusions and Elliptic Operators (Probability and its Applications) Publisher: Springer; ISBN: 0387983155; edition 1997; PDF; 248 pages; 1,2 mbThis book discusses the interplay of diffusion processes and partial differential equation ... Tags : Probability Applications Diffusions Elliptic , Posted on 2010-03-16 | |
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Science/Engineering Applied Stochastic Control of Jump Diffusions |
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Applied Stochastic Control of Jump Diffusions Publisher: Springer; Pages: 260; 2004-12-22; ISBN 3540140239; PDF; 2 MBThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important ... Tags : Jump Control Applied Diffusions Stochastic , Posted on 2010-03-16 | |
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Science/Engineering Hybrid Switching Diffusions: Properties and Applications |
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G. George Yin, Chao Zhu, "Hybrid Switching Diffusions: Properties and Applications" G. George Yin, Chao Zhu; 2009; ISBN: 1441911049б 1441911057; 398 pages; PDF; 2,5 MB This book focuses on switching diffusion processes involving b ... Tags : Hybrid Switching Properties Applications Diffusions , Posted on 2010-03-16 | |
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Diffusions, SuperDiffusions and Partial Differential Equations |
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E. B. Dynkin, "Diffusions, SuperDiffusions and Partial Differential Equations" American Mathematical Society; 2002; ISBN: 0821831747; 236 pages; PDF; 1,4 MB Interactions between the theory of partial differential equations of ellipti ... Tags : Differential Diffusions Equations Partial , Posted on 2010-03-16 | |
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Technical Semiclassical Analysis for Diffusions and Stochastic Processes |
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Vassili N. Kolokoltsov, "Semiclassical Analysis for Diffusions and Stochastic Processes" Springer; 1 edition (April 26, 2000); ISBN: 3540669728; 347 pages; PDF; 15 Mb The monograph is devoted mainly to the analytical stud ... Tags : Analysis Diffusions Processes Stochastic , Posted on 2010-04-15 | |
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Semiclassical Analysis for Diffusions and Stochastic Processes (ReUp) |
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Vassili N. Kolokoltsov, “Semiclassical Analysis for Diffusions and Stochastic Processes” Springer 2000; ISBN-10: 3540669728; 347 Pages; PDF; 15 MB The monograph is devoted mainly to the analytical study of the differential, pseudo-d ... Tags : Analysis Diffusions Processes ReUp Stochastic , Posted on 2010-03-16 | |
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Applied Stochastic Control of Jump Diffusions (Repost) |
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Bernt Øksendal, Agnès Sulem , "Applied Stochastic Control of Jump Diffusions" Springer; 2005; ISBN: 3540698256; 260 pages; PDF; 1,3 MBThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the mo ... Tags : None, Posted on 2011-03-16 | |
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Semiclassical Analysis for Diffusions and Stochastic Processes (Lecture Notes in Mathematics) |
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Author: Vassili N. KolokoltsovPublisher: Springer (2000)Binding: Paperback, 347 pagespricer: 74.95ISBN-10: 3540669728editorialreviewsThe monograph is devoted mainly to the analytical study of the differential, pseudo-differential and stoch ... Tags : Mathematics Lecture Analysis Notes Diffusions , Posted on 2010-04-13 | |
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Science/Engineering Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation |
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Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation (Advances in Design and Control): Floyd B. Hanson Society for Industrial and Applied Mathematics; ISBN: 0898716330; October 3, 2007; djvu ... Tags : Computation Modeling Analysis Control Applied , Posted on 2010-03-16 | |
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Economics/Finances "Martingales, Diffusions and Financial Mathematics" by A.W. van der Vaart |
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Martingales, Diffusions and Financial MathematicsNotes on stochastic integration relative to semimartingalesVU University Amsterdam; 2004; ISBN: n/a; 173 pages; PDF; 1 Mb There are many books on financial calculus. Some of them are wri ... Tags : Mathematics Diffusions Financial Martingales , Posted on 2010-07-17 | |
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