| Autore: |
Limnios, Nikolaos
|
| Titolo: |
Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk
|
| Pubblicazione: |
Cham, : Birkhäuser, : Springer, 2023 |
| Descrizione fisica: |
xvi, 198 p. : ill. ; 24 cm |
| Soggetto topico: |
60-XX - Probability theory and stochastic processes [MSC 2020] |
| |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] |
| |
60K15 - Markov renewal processes, semi-Markov processes [MSC 2020] |
| |
60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| |
92D30 - Epidemiology [MSC 2020] |
| Soggetto non controllato: |
Additive Functionals |
| |
Applications in Epidemiology and Finance |
| |
Asymptotic Functional Theory |
| |
Average and Diffusion Approximation |
| |
Controlled Processes |
| |
Discrete-Time Random Evolution |
| |
Discrete-Time Semi-Markov Chains |
| |
Dynamical systems |
| |
Limit Theorems for Random Evolutions |
| |
Markov Renewal Theorem |
| |
Merton Problem |
| |
Optimal stopping |
| |
Random Evolutions |
| |
Random Evolutions on Banach Spaces |
| |
Reduced Random Media |
| |
Semi-Markov Chains |
| Altri autori: |
Swishchuk, Anatoliy
|
| Titolo autorizzato: |
Discrete-Time Semi-Markov Random Evolutions and Their Applications |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN00279330 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
https://doi.org/10.1007/978-3-031-33429-0 |
| Opac: |
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