Elements of Stochastic Modelling

Stochastic Modeling in Economics and Finance

Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics

• Release Date: 2002-01-01
• Category: Finances and Money
• Tags: Stochastic Modeling Economics Finance

Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

and Stratonovich interpretations of stochastic integrals and SDEs.

Part 3 is definitely of great interest to those who must develop mathematical models using SDEs. The authors carefully outline the reasons where

• Release Date: 1992-08-06
• Category: Mathematics
• Tags: Numerical Solution Stochastic Differential Equations Stochastic Modelling Applied Probability

Stochastic Models for Fault Tolerance: Restart, Rejuvenation and Checkpointing

modeling and software reliability. Readers will find here an up-to-date overview of the key theoretical results, making this the only comprehensive text on stochastic models for restart-related problems.

• Release Date: 2010-01-01
• Category: Mathematics
• Tags: Stochastic Models Fault Tolerance Restart Rejuvenation Checkpointing

Stochastic Dynamics of Structures

of random functions. Readers will gain insight into core concepts such as stochastic process models for typical dynamic excitations of structures, stochastic finite element, and random vibration analysis. Li

• Release Date: 2009-08-24
• Category: Physics
• Tags: Stochastic Dynamics Structures

Stochastic Calculus and Financial Applications

the It(tm) integral and aims to provide a development that is honest and complete without being pedantic. With the It(tm) integral in hand, the course focuses more on models. Stochastic processes

• Release Date: 2000-10-12
• Category: Economics
• Tags: Stochastic Calculus Financial Applications

Basic Stochastic Processes

on the part of traders of the mathematical models for derivative trading.
The mathematical tools are widely used, but probably a lot less widely understood!

A bit of history: Stochastic

• Release Date: 1998-10-16
• Category: Astronomy
• Tags: Basic Stochastic Processes