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Essentials of stochastic processes / Richard Durrett
| 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
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Essentials of stochastic processes / Richard Durrett
| 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 |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 90Bxx - Operations research and management science [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-VAN00114726 |
|
Durrett, Richard
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis of biochemical systems / David F. Anderson, Thomas G. Kurtz
| Stochastic analysis of biochemical systems / David F. Anderson, Thomas G. Kurtz |
| Autore | Anderson, David F. |
| Pubbl/distr/stampa | [Cham], : Springer, : Mathematical Biosciences Institute, 2015 |
| Descrizione fisica | X, 84 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kurtz, Thomas G. |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 60J28 - Applications of continuous-time Markov processes on discrete state spaces [MSC 2020] 92C42 - Systems biology, networks [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] 80A30 - Chemical kinetics in thermodynamics and heat transfer [MSC 2020] 65C20 - Probabilistic models, generic numerical methods in probability and statistics [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] |
| Soggetto non controllato |
Central Limit Theorem
Continuous time Markov chains Diffusion approximation Langevin approximation Law of large numbers Law of mass action Models of biochemical systems Reaction Networks Stationary distributions Systems biology |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113458 |
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Anderson, David F.
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| [Cham], : Springer, : Mathematical Biosciences Institute, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic analysis of biochemical systems / David F. Anderson, Thomas G. Kurtz
| Stochastic analysis of biochemical systems / David F. Anderson, Thomas G. Kurtz |
| Autore | Anderson, David F. |
| Pubbl/distr/stampa | [Cham], : Springer, : Mathematical Biosciences Institute, 2015 |
| Descrizione fisica | X, 84 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kurtz, Thomas G. |
| Soggetto topico |
60F05 - Central limit and other weak theorems [MSC 2020]
60F17 - Functional limit theorems; invariance principles [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60J28 - Applications of continuous-time Markov processes on discrete state spaces [MSC 2020] 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65C20 - Probabilistic models, generic numerical methods in probability and statistics [MSC 2020] 80A30 - Chemical kinetics in thermodynamics and heat transfer [MSC 2020] 92C40 - Biochemistry, molecular biology [MSC 2020] 92C42 - Systems biology, networks [MSC 2020] |
| Soggetto non controllato |
Central Limit Theorem
Continuous time Markov chains Diffusion approximation Langevin approximation Law of large numbers Law of mass action Models of biochemical systems Reaction Networks Stationary distributions Systems biology |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113458 |
|
Anderson, David F.
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||
| [Cham], : Springer, : Mathematical Biosciences Institute, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||