Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk
| Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk |
| Autore | Limnios, Nikolaos |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2023 |
| Descrizione fisica | xvi, 198 p. : ill. ; 24 cm |
| Altri autori (Persone) | Swishchuk, Anatoliy |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279330 |
Limnios, Nikolaos
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| Cham, : Birkhäuser, : Springer, 2023 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk
| Discrete-Time Semi-Markov Random Evolutions and Their Applications / Nikolaos Limnios, Anatoliy Swishchuk |
| Autore | Limnios, Nikolaos |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2023 |
| Descrizione fisica | xvi, 198 p. : ill. ; 24 cm |
| Altri autori (Persone) | Swishchuk, Anatoliy |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279330 |
Limnios, Nikolaos
|
||
| Cham, : Birkhäuser, : Springer, 2023 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||