Stochastic processes
Label
Stochastic processes
Name
Stochastic processes
Focus
Actions
Incoming Resources
- Perturbed Semi-Markov Type Processes I, Limit Theorems for Rare-Event Times and Processes, by Dmitrii Silvestrov
- An Introduction to Optimal Control Theory, The Dynamic Programming Approach, by Onésimo Hernández-Lerma, Leonardo R. Laura-Guarachi, Saul Mendoza-Palacios, David González-Sánchez
- Infinite Dimensional Analysis, Quantum Probability and Applications, QP41 Conference, Al Ain, UAE, March 28-April 1, 2021, edited by Luigi Accardi, Farrukh Mukhamedov, Ahmed Al Rawashdeh
- Optimization of stochastic systems, topics in discrete-time dynamics, Masanao Aoki
- Random variables and probability distributions, by Harald Cramer
- Advanced stochastic models, risk assessment, and portfolio optimization, the ideal risk, uncertainty, and performance measures, Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
- Computability and randomness, André Nies
- Probability and stochastic processes, Ionuţ Florescu
- High-dimensional probability, an introduction with applications in data science, Roman Vershynin
- An introduction to continuous-time stochastic processes, theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein
- Stochastic dominance, investment decision making under uncertainty, by Haim Levy
- Handbook for applied modeling, non-Gaussian and correlated data, Jamie D. Riggs, Northwestern University, Illinois, Trent L. Lalonde, University of Northern Colorado
- The econometric modelling of financial time series, Terence C. Mills, Raphael N. Markellos
- Theory and statistical applications of stochastic processes, Yuliya Mishura, Georgiy Shevchenko
- Models of industrial structure
- Perturbed Semi-Markov Type Processes II, Ergodic Theorems for Multi-Alternating Regenerative Processes, by Dmitrii Silvestrov
- Introduction to hidden semi-Markov models, John van der Hoek, Robert J. Elliott
- Elementary probability theory, with stochastic processes and an introduction to mathematical finance, Kai Lai Chung, Farid AitSahlia
- Stochastic Processes and Financial Mathematics, by Ludger Rüschendorf
- Stochastic optimization and economic models, Jati K. Sengupta
- Stochastic Processes, Statistical Methods, and Engineering Mathematics, SPAS 2019, Västerås, Sweden, September 30-October 2, edited by Anatoliy Malyarenko, Ying Ni, Milica Rančić, Sergei Silvestrov
- Stochastic processes and models, David Stirzaker
- Stochastic economic dynamics, Bjarne S. Jensen & Tapio Palokangas, editors
- Brownian models of performance and control, J. Michael Harrison, Stanford University, California
- Stochastic control in insurance, Hanspeter Schmidli
- Weak convergence and empirical processes, Aad W. van der Vaart, Jon A. Wellner
- Stochastic methods, a handbook for the natural and social sciences, Crispin Gardiner
- Frontiers in Industrial and Applied Mathematics, FIAM-2021, Punjab, India, December 21-22, edited by Rajesh Kumar Sharma, Lorenzo Pareschi, Abdon Atangana, Bikash Sahoo, Vijay Kumar Kukreja
- Economic growth, theory and numerical solution methods, Alfonso Novales ; Esther Fernández ; Jesús Ruíz
- Probability, random processes, and ergodic properties, Robert M. Gray
- First hitting time regression models, lifetime data analysis based on underlying stochastic processes, Chrysseis Caroni
- Elements of stochastic modelling, Konstantin Borovkov
- An introduction to stochastic process, A.K. Basu
- Measure Theory, Probability, and Stochastic Processes, by Jean-François Le Gall
- Stochastic processes, Sheldon M. Ross
- Stochastic filtering theory, Gopinath Kallianpur
- Elliptic Extensions in Statistical and Stochastic Systems, by Makoto Katori
- Functional analysis for probability and stochastic processes, an introduction, Adam Bobrowski
- A first course in stochastic calculus, Louis-Pierre Arguin
- Stochastic optimization models in finance, edited by W. T. Ziemba, R. G. Vickson
- Multi-Level Bayesian Models for Environment Perception, by Csaba Benedek
- Theory of stochastic objects, probability, stochastic processes, and inference, Athanasios Christou Micheas
- Optional processes, theory and applications, Mohamed Abdelghani, Alexander Melnikov
- Modeling anomalous diffusion, from statistics to mathematics, Weihua Deng, Ru Hou, Wanli Wang, Pengbo Xu
- Non-homogeneous random walks, Lyapunov function methods for near-critical stochastic systems, Mikhail Menshikov, Serguei Popov, Andrew Wade
- Stochastic dominance and applications to finance, risk and economics, Songsak Sriboonchitta ... [and others]
- Applied probability and queues, Søren Asmussen
- The econometric modelling of financial time series, Terence C. Mills, Raphael N. Markellos
- Stochastic volatility, selected readings, edited by Neil Shephard
- Advanced numerical methods with Matlab 2, resolution of nonlinear, differential and partial differential equations, Bouchaib Radi, Abdelkhalak El Hami
Outgoing Resources
- Focus1