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8 recherche sur le mot-clé 'Stochastic analysis'
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The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probabilistic models in analysis and design, a fact that has occasioned considerable research and develo[...]
ISBN/ISSN/EAN : 978-1-84564-626-4 Article en page(s) : 360 p. Index. décimale : 620 (Ingénierie et activités connexes) Tags : Engineering mathematics ; Stochastic analysis Langues: Anglais Books
Catherine Huber ; Nikolaos Limnios ; Mounir Mesbah ; Mikhail Nikulin | Hoboken (New Jersey) [United States] : Wiley publisher | Applied Stochastic methods series | 2008
ISBN/ISSN/EAN : 978-1-84821-010-3 Article en page(s) : 369 Index. décimale : 519.21 Tags : Stochastic analysis Langues: Anglais Books
Alexandre j. Chorin ; Ole h. Hald | Wien : Springer Nature | Surveys and tutorials in the applied mathematical sciences | 2006This introductory book on probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics include conditional expectations, stochastic processes, Brownian motion and its relation[...]
ISBN/ISSN/EAN : 978-0-387-28080-6 Article en page(s) : VIII, 147 Index. décimale : 519.21 Tags : Probabilities ; Stochastic analysis ; Mechanics ; Physics Langues: Anglais Books
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the [...]
ISBN/ISSN/EAN : 978-0-12-398650-4 Article en page(s) : XVIII, 542 Index. décimale : 519.21 Tags : Stochastic analysis Langues: Anglais Books
ISBN/ISSN/EAN : 978-1-58488-651-8 Article en page(s) : XIII, 234 Index. décimale : 519.216 Tags : Probabilities ; Stochastic analysis Langues: Anglais Books
This text aims to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is designed for those with some experience with probability and statistics, but[...]
ISBN/ISSN/EAN : 978-0-387-95016-7 Article en page(s) : VI, 300 Tags : Stochastic analysis Langues: Anglais Books
A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material [...]
Mention d'édition : 2nd ed. ISBN/ISSN/EAN : 978-0-471-12062-9 Article en page(s) : XV, 510 p. Index. décimale : 519.2 Tags : Stochastic analysis Langues: Anglais Books
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidat[...]
Mention d'édition : 2nd ed ISBN/ISSN/EAN : 978-0-12-398552-1 Article en page(s) : XVI, 557 Index. décimale : 519.21 Tags : Stochastic analysis Langues: Anglais