Essentials of stochastic processes / Richard Durrett |
Autore | Durrett, Richard |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114726 |
Durrett, Richard
![]() |
||
[Cham], : Springer, 2016 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Statistical modeling and computation / Dirk P. Kroese, Joshua C.C. Chan |
Autore | Kroese, Dirk P. |
Pubbl/distr/stampa | New York, : Springer, 2014 |
Descrizione fisica | XX, 400 p. : ill. ; 24 cm |
Soggetto topico | 62-XX - Statistics [MSC 2020] |
Soggetto non controllato |
Bayesian Inference
MATLAB Mathematical statistics Probability models Statistical inference Statistical modeling |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0102819 |
Kroese, Dirk P.
![]() |
||
New York, : Springer, 2014 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|