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#1
Recent Developments In Stochastic Analysis And Related Topics: Beijing, China 29 August - 3 September 2002
Sino-german Conference on Stochastic Ana
,
Sergio Albeverio
,
Zhi-Ming Ma
,
Michael Rockner
,
Internatio
15.77 Mb
#2
Recent Developments in Stochastic Analysis and Related Topics: Proceedings of the First Sino-German Conference on Stochastic Analysis (a Satellite Conference of ICM 2002)
Sino-german Conference on Stochastic Ana
,
Sergio Albeverio
,
Zhi-Ming Ma
,
Michael Rockner
,
International Congress of Mathematicians
15.77 Mb
#3
Stochastic processes: formalism and applications
G.S. Agarwal
,
S. Dattagupta
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.31 Mb
#4
Modeling with Ito Stochastic Differential Equations
Allen E.
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.03 Mb
#5
Stochastic simulation: algorithms and analysis
Søren Asmussen
,
Peter W. Glynn
Категория:
Mathematics
,
Probability
,
Stochastic processes
6.25 Mb
#6
Continuous strong Markov processes in dimension one: A stochastic calculus approach
Sigurd Assing
,
Wolfgang M. Schmidt
Категория:
Mathematics
,
Probability
,
Stochastic processes
822 Kb
#7
The elements of stochastic processes, with applications to natural sciences
Norman T. J. Bailey
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.83 Mb
#8
Stochastic calculus
Bain A.
Категория:
Mathematics
,
Probability
,
Stochastic processes
451 Kb
#9
An Introduction to the Geometry of Stochastic Flows
Fabrice Baudoin
Категория:
Mathematics
,
Probability
,
Stochastic processes
770 Kb
#10
Stochastic analysis and applications (Abel symposium 2005)
Fred Espen Benth
,
Giulia Nunno
,
Tom Lindstrom
,
Bernt Øksendal
,
Tusheng Zhang
Категория:
Mathematics
,
Probability
,
Stochastic processes
4.62 Mb
#11
Stochastic integration with jumps
Klaus Bichteler
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.18 Mb
#12
Stochastic integration with jumps(dvi sources, answers, errata, index)
Bichteler K.
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.83 Mb
#13
Parameter estimation in stochastic differential equations
Jaya P. N. Bishwal
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.50 Mb
#14
Mathematical and Physical Aspects of Stochastic Mechanics
Philippe Blanchard
,
Ph Combe
,
W. Zheng
Категория:
Mathematics
,
Probability
,
Stochastic processes
970 Kb
#15
Functional Analysis for Probability and Stochastic Processes: An Introduction
Adam Bobrowski
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.12 Mb
#16
Stochastic processes
Bochner S.
Категория:
Mathematics
,
Probability
,
Stochastic processes
882 Kb
#17
Ergodicity and Stability of Stochastic Processes
A. A. Borovkov
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.64 Mb
#18
Basic stochastic processes: a course through exercises
Zdzislaw Brzezniak
,
Tomasz Zastawniak
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.63 Mb
#19
An introduction to continuous-time stochastic processes
Vincenzo Capasso
,
David Bakstein
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.13 Mb
#20
Singular Stochastic Differential Equations
Alexander S. Cherny
,
Hans-Jürgen Engelbert
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.44 Mb
#21
Stochastic partial differential equations and applications
Giuseppe Da Prato
,
Luciano Tubaro
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.57 Mb
#22
Interacting stochastic systems
Jean-Dominique Deuschel
,
Andreas Greven
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.83 Mb
#23
Stochastic processes
J. L. Doob
Категория:
Mathematics
,
Probability
,
Stochastic processes
5.17 Mb
#24
Primer on Riemannian geometry and stochastic analysis on path spaces
Driver B.K.
Категория:
Mathematics
,
Probability
,
Stochastic processes
599 Kb
#25
Introduction to stochastic differential equations (Berkeley lecture notes)
Evans L.C.
Категория:
Mathematics
,
Probability
,
Stochastic processes
977 Kb
#26
Large deviations for stochastic processes
Jin Feng
,
Thomas G. Kurtz
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.00 Mb
#27
Gaussian stochastic processes in physics
Fox R.P.
Категория:
Mathematics
,
Probability
,
Stochastic processes
850 Kb
#28
Stochastic processes in physics, chemistry, and biology
Jan A. Freund
,
Thorsten Pöschel
Категория:
Mathematics
,
Probability
,
Stochastic processes
5.50 Mb
#29
Stochastic differential equations and applications
Avner Friedman
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.74 Mb
#30
Stochastic differential equations and applications
Avner Friedman
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.41 Mb
#31
Handbook of stochastic methods
C. W. Gardiner
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.95 Mb
#32
Doubly stochastic Poisson processes
Jan Grandell
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.06 Mb
#33
Stochastic analysis: classical and quantum. Perspectives of white noise theory
Takeyuki Hida
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.97 Mb
#34
Stochastic partial diff. equations. A Modeling, White Noise Functional Approach
Holden H.
,
Oksendal B.
,
et al.
Категория:
Mathematics
,
Probability
,
Stochastic processes
4.21 Mb
#35
Limit Theorems for Stochastic Processes
Jean Jacod
,
Albert Shiryaev
Категория:
Mathematics
,
Probability
,
Stochastic processes
8.56 Mb
#36
Limit Theorems for Stochastic Processes
Jean Jacod
,
Albert Shiryaev
Категория:
Mathematics
,
Probability
,
Stochastic processes
5.81 Mb
#37
Stochastic processes and filtering theory
Andrew H. Jazwinski
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.22 Mb
#38
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift
Yu. Kabanov
,
R. Liptser
,
J. Stoyanov
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.70 Mb
#39
Introduction to stochastic processes
D. Kannan
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.18 Mb
#40
Handbook of stochastic analysis and applications
V. Lakshmikantham
,
D. Kannan
Категория:
Mathematics
,
Probability
,
Stochastic processes
7.65 Mb
#41
Brownian Motion and Stochastic Calculus
Ioannis Karatzas
,
Steven E. Shreve
Категория:
Mathematics
,
Probability
,
Stochastic processes
5.00 Mb
#42
A first course in stochastic processes
Samuel Karlin
,
Howard M. Taylor
Категория:
Mathematics
,
Probability
,
Stochastic processes
4.82 Mb
#43
A second course in stochastic processes
Samuel Karlin
,
Howard M. Taylor
Категория:
Mathematics
,
Probability
,
Stochastic processes
6.71 Mb
#44
Reversibility and Stochastic Networks
F.P. Kelly
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.56 Mb
#45
Reversibility and stochastic networks
Kelly F.P.
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.39 Mb
#46
Introduction to stochastic calculus with applications
Fima C. Klebaner
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.63 Mb
#47
Introduction to stochastic calculus with applications
Fima C. Klebner
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.16 Mb
#48
Introduction to stochastic calculus with applications
Fima C. Klebner
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.53 Mb
#49
Semiclassical Analysis for Diffusions and Stochastic Processes
Vassili N. Kolokoltsov
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.39 Mb
#50
Stochastic ordinary and stochastic partial differential equations
Peter Kotelenez
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.27 Mb
#51
Stochastic PDEs and Kolmogorov equations in infinite dimensions: Lectures
N.V. Krylov
,
M. Röckner
,
J. Zabczyk
,
G. Da Prato
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.58 Mb
#52
Introduction to Stochastic Integration
Hui-Hsiung Kuo
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.32 Mb
#53
Lectures on stochastic analysis
Kurtz T.G.
Категория:
Mathematics
,
Probability
,
Stochastic processes
295 Kb
#54
Introduction to stochastic processes
Gregory F. Lawler
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.44 Mb
#55
Applied stochastic processes
Mario Lefebvre
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.12 Mb
#56
An introduction to stochastic processes in physics, containing On the theory of Brownian notion
Don S. Lemons
Категория:
Mathematics
,
Probability
,
Stochastic processes
407 Kb
#57
Forward-backward stochastic differential equations and their applications
Jin Ma
,
Jiongmin Yong
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.53 Mb
#58
Stochastic integrals
Henry P. McKean
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.72 Mb
#59
Topics in Spatial Stochastic Processes: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001
Vincenzo Capasso
,
B. Gail Ivanoff
,
Marco Dozzi
,
Robert Dalang
,
Thomas Mountford
,
Ely Merzbach
,
Ely Merzbach
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.22 Mb
#60
Markov chains and stochastic stability
Sean P. Meyn
,
Richard L. Tweedie
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.68 Mb
#61
Complex stochastic processes
Kenneth S. Miller
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.53 Mb
#62
On an enriched collection of stochastic processes
Montroll E.W.
,
West B.J.
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.21 Mb
#63
Stochastic Processes: Estimation, Optimization, and Analysis
Kaddour Najim
,
Enso Ikonen
,
Ait-Kadi Daoud
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.95 Mb
#64
Stochastic differential equations
Oksendal B.
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.25 Mb
#65
Stochastic differential equations
Bernt Øksendal
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.69 Mb
#66
Applied stochastic control of jump diffusions
Bernt Øksendal
,
Agnès Sulem
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.29 Mb
#67
Stochastic Processes
Emanuel Parzen
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.45 Mb
#68
Combinatorial stochastic processes
Jim Pitman
,
Jean Picard
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.65 Mb
#69
Stochastic processes and stochastic integration
Pivato M.
Категория:
Mathematics
,
Probability
,
Stochastic processes
682 Kb
#70
Convergence of stochastic processes
D. Pollard
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.96 Mb
#71
A Concise Course on Stochastic Partial Differential Equations
Claudia Prévôt
,
Michael Röckner
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.05 Mb
#72
Stochastic Methods and Their Applications to Communications
Serguei Primak
,
Valeri Kontorovitch
,
Vladimir Lyandres
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.74 Mb
#73
Stochastic integration and differential equations
Philip E. Protter
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.16 Mb
#74
A course on Malliavin calculus, with applications to stochastic PDEs
Sanz-Sole M.
Категория:
Mathematics
,
Probability
,
Stochastic processes
784 Kb
#75
Quantum stochastic processes and noncommutative geometry
Kalyan B. Sinha
,
Debashish Goswami
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.46 Mb
#76
Theory of Stochastic Differential Equations with Jumps and Applications
Rong SITU
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.90 Mb
#77
Stochastic dynamics and control
Jian-Qiao Sun Ph.D. M.S. B.S.
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.93 Mb
#78
Stochastic processes: problems and solutions
Lajos Takacs
Категория:
Mathematics
,
Probability
,
Stochastic processes
996 Kb
#79
Stochastic processes: problems and solutions
Takacz L.
Категория:
Mathematics
,
Probability
,
Stochastic processes
978 Kb
#80
The Generic Chaining: Upper and Lower Bounds for Stochastic Processes
Michel Talagrand
Категория:
Mathematics
,
Probability
,
Stochastic processes
1.35 Mb
#81
A first course in stochastic models
Henk C. Tijms
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.07 Mb
#82
Introduction to stochastic processes (lecture notes)
Vrbik J.
Категория:
Mathematics
,
Probability
,
Stochastic processes
661 Kb
#83
Selected Papers on Noise and Stochastic Processes
Nelson Wax
Категория:
Mathematics
,
Probability
,
Stochastic processes
4.90 Mb
#84
Stochastic-Process Limits
Ward Whitt
Категория:
Mathematics
,
Probability
,
Stochastic processes
5.70 Mb
#85
Stochastic-process limits and application to queues
Ward Whitt
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.40 Mb
#86
Stochastic integrals (Proc. Durham 1980)
D. Williams
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.30 Mb
#87
Nonlinear prediction ladder-filters for higher-order stochastic sequences
J. Zarzycki
Категория:
Mathematics
,
Probability
,
Stochastic processes
687 Kb
#88
Stochastic Processes in Physics and Chemistry
N.G. Van Kampen
Категория:
Mathematics
,
Probability
,
Stochastic processes
3.78 Mb
#89
Stochastic integrals
Heinrich von Weizsaecher
,
Gerhard Winkler
Категория:
Mathematics
,
Probability
,
Stochastic processes
2.06 Mb
#90
Stochastic methods in finance
Kerry Back
,
Tomasz R. Bielecki
,
Christian Hipp
,
Shige Peng
,
Walter Schachermayer
,
Marco Frittelli
,
Wolfgang Runggaldier
Категория:
Mathematics
,
Probability
,
Stochastics in finance
2.88 Mb
#91
Security markets: stochastic models
Darrell Duffie
Категория:
Mathematics
,
Probability
,
Stochastics in finance
3.48 Mb
#92
Stochastic Modeling in Economics and Finance
Jitka Dupacova
,
J. Hurt
,
J. Stepan
Категория:
Mathematics
,
Probability
,
Stochastics in finance
3.17 Mb
#93
Stochastic finance: an introduction in discrete time
Hans Follmer
,
Alexander Schied
Категория:
Mathematics
,
Probability
,
Stochastics in finance
3.03 Mb
#94
Introduction to stochastic calculus applied to finance
Damien Lamberton
,
Bernard Lapeyre
,
Nicolas Rabeau
,
Francois Mantion
Категория:
Mathematics
,
Probability
,
Stochastics in finance
1.45 Mb
#95
Introductory stochastic analysis for finance and insurance
X. Sheldon Lin
,
Society of Actuaries
Категория:
Mathematics
,
Probability
,
Stochastics in finance
1.99 Mb
#96
Stochastic methods in economics and finance
A.G. Malliaris
,
W.A. Brock
Категория:
Mathematics
,
Probability
,
Stochastics in finance
4.05 Mb
#97
Stochastic calculus of variations in mathematical finance
Paul Malliavin
,
Anton Thalmaier
Категория:
Mathematics
,
Probability
,
Stochastics in finance
947 Kb
#98
Continuous stochastic calculus with applications to finance
Michael Meyer
Категория:
Mathematics
,
Probability
,
Stochastics in finance
2.03 Mb
#99
Stochastic volatility: selected readings
Neil Shephard
Категория:
Mathematics
,
Probability
,
Stochastics in finance
2.40 Mb
#100
Stochastic Finance Proceedings Lisboa
Albert N. Shiryaev
,
Maria do Rosário Grossinho
,
Paulo E. Oliveira
,
Manuel L. Esquível
Категория:
Mathematics
,
Probability
,
Stochastics in finance
2.31 Mb
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