Introduction to Stochastic Models (Iste)

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Stratonovich Integral and Equations. Linear Stochastic Differential Equations. Example in Finance: Black—Scholes Model. Numerical Solution of Stochastic Differential Equations.

Mathématiques appliquées : déterministes et stochastiques

Elements of Multidimensional Stochastic Analysis. Renewal reward processes 4. The risk problem of an insurance company 4. Counter models 4. Alternating renewal processes 4. Superposition of renewal processes 4. Regenerative processes Chapter 5. Semi-Markov Models 5. Introduction 5. Markov renewal processes 5.

Introduction to Stochastic Models - ISTE

First-passage times and state classification 5. Reliability 5.

4. Stochastic Thinking

Reservoir models 5. Queues 5. Digital communication channels Chapter 6. Branching Models 6. The Bienayme-Galton-Watson model 6.

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Generalizations of the B-G-W model 6. Continuous-time models Chapter 7. Optimal Stopping Models 7. The classic optimal stopping problem 7.

Introduction to Stochastic Processes and Simulation

Renewal with binary decision Bibliography Notation Index More Books in Mathematics See All. In Stock.

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