Modeling With Ito Stochastic Differential Equations

Modeling with Itô Stochastic Differential Equations (Repost)  eBooks & eLearning

Posted by AvaxGenius at March 2, 2024
Modeling with Itô Stochastic Differential Equations (Repost)

Modeling with Itô Stochastic Differential Equations by E. Allen
English | PDF | 2007 | 238 Pages | ISBN : 1402059523 | 1.6 MB

Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained.

Modeling with Itô Stochastic Differential Equations  eBooks & eLearning

Posted by DZ123 at July 13, 2019
Modeling with Itô Stochastic Differential Equations

E. Allen, "Modeling with Itô Stochastic Differential Equations"
English | 2007 | ISBN: 1402059523 | PDF | pages: 237 | 1.5 mb

Modeling with Itô Stochastic Differential Equations  eBooks & eLearning

Posted by step778 at May 20, 2015
Modeling with Itô Stochastic Differential Equations

E. Allen, "Modeling with Itô Stochastic Differential Equations"
2007 | pages: 237 | ISBN: 1402059523 | PDF | 1 mb

Applied Stochastic Differential Equations  eBooks & eLearning

Posted by roxul at May 22, 2019
Applied Stochastic Differential Equations

Simo Särkkä, Arno Solin, "Applied Stochastic Differential Equations"
2019 | ISBN-10: 1316649466, 1316510085 | 326 pages | PDF | 4 MB

Brownian Motion, Martingales, and Stochastic Calculus  eBooks & eLearning

Posted by Underaglassmoon at June 19, 2016
Brownian Motion, Martingales, and Stochastic Calculus

Brownian Motion, Martingales, and Stochastic Calculus
Springer | Graduate Texts in Mathematics | April 29 2016 | ISBN-10: 3319310887 | 273 pages | pdf | 2.32 mb

Authors: Le Gall, Jean-François
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

"Introductory Stochastic Analysis for Finance and Insurance" by X. Sheldon Lin  eBooks & eLearning

Posted by exLib at July 8, 2010
"Introductory Stochastic Analysis for Finance and Insurance" by X. Sheldon Lin

"Introductory Stochastic Analysis for Finance and Insurance" by X. Sheldon Lin
Wiley Series in Probability and Statistics
Wiley-Interscience | 2006 | ISBN: 0471716421 | 251 pages | djvu | 2 Mb

Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory.

Stochastic Analysis and Diffusion Processes  eBooks & eLearning

Posted by DZ123 at March 25, 2020
Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur, P Sundar, "Stochastic Analysis and Diffusion Processes"
English | 2014 | ISBN: 0199657068 | PDF | pages: 365 | 1.9 mb

Stochastic Analysis and Diffusion Processes  eBooks & eLearning

Posted by nebulae at Aug. 2, 2015
Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur, P Sundar, "Stochastic Analysis and Diffusion Processes"
English | ISBN: 0199657068, 0199657076 | 2014 | 368 pages | PDF | 2 MB

Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders  eBooks & eLearning

Posted by Free butterfly at Feb. 27, 2025
Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders

Stochastic Calculus for Finance: A Practical Guide for Quantitative Analysts and Traders by Hayden Van Der Post, Reactive Publishing, Johann Strauss
English | February 23, 2025 | ISBN: N/A | ASIN: B0DY8YNT68 | EPUB | 1.52 Mb

Applied Stochastic Analysis  eBooks & eLearning

Posted by yoyoloit at Nov. 10, 2024
Applied Stochastic Analysis

Applied Stochastic Analysis
by Miranda Holmes-Cerfon;

English | 2024 | ISBN: 1470478390 | 252 pages | True PDF | 8.2 MB