|
|
 |
| Ðåçóëüòàò ïîèñêà |
Ïîèñê êíèã, ñîäåðæàùèõ: Stopping time
| Êíèãà | Ñòðàíèöû äëÿ ïîèñêà | | Taylor M.E. — Partial Differential Equations. Qualitative studies of linear equations (vol. 2) | 326, 332 | | Ross S.M. — Introduction to probability models | 400, 571 | | Shorack G.R. — Probability for statisticians | 239, 305, 311, 318, 321, 469, 490, 492 | | Ito K. — Encyclopedic Dictionary of Mathematics. Vol. 2 | 261.B 407.B | | Devroye L. — Generation of non-uniform random variates | 50 | | Oksendal B. — Stochastic differential equations : an introduction with applications | 57, 110 | | Pollard D. — Convergence of Stochastic Processes | 110, 172 | | Fishman G.S. — Monte Carlo: concepts, algorithms, and applications | 481 | | Heyde C.C. — Quasi-likelihood and its application: a general approach to optimal parameter estimation | 189, 193 | | Föllmer H., Schied A. — Stochastic finance | 262 | | Stein E.M. — Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscilattory Integrals | 162, 179, 317 | | Govindarajulu Z. — Sequential Statistics | 51, 87, 119, 189 | | Winkler G. — Stochastic Integrals | 2.2.1 | | Skorokhod A.V., Prokhorov Y.V. (Ed) — Basic Principles and Applications of Probability Theory | 105ff, 170, 211, 225, 227, 267 | | Lam Y. — Geometric Process and Its Applications | 13 | | Dudley R.M., Fulton W. (Ed) — Real Analysis and Probability | 358, 453, 500 | | Jacobsen M. — Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes | 306 | | Breuer L., Baum D. — Introduction to Queueing Theory and Matrix-Analytic Methods | 12, 133 | | Cappe O., Ryden T., Moulines E. — Inference in Hidden Markov Models | 39 | | Resnick S.I. — A probability path | 363 | | Wise G.L., Hall E.B. — Counterexamples in Probability and Real Analysis | 25, 156, 157, 169, 170 | | Chueshov I. — Monotone Random Systems: Theory and Applications | 67 | | Mishura Y.S. — Stochastic Calculus for Fractional Brownian Motion and Related Processes | 46 | | Gut A. — Stopped Random Walks: Limit Theorems and Applications | 4, 5, 7, 9, 17, 20, 28, 37, 39, 46, 50, 60, 68, 74, 76—78, 133, 170, 178 | | Szekely G.J. — Paradoxes in probability theory and mathematical statistics | II/12, III/7e | | Oksendal B. — Stochastic Differential Equations: An Introduction With Applications | 57, 116 | | Malliaris A.G., Brock W.A. — Stochastic methods in economics and finance | 43, 46 | | Marcus M., Rosen J. — Markov Processes, Gaussian Processes and Local Times | 23, 93 | | Shiryaev A., Peskir G. — Optimal Stopping and Free-Boundary Problems | 1, 27, 54 | | Kahane J.P., Bollobas B. (Ed) — Some Random Series of Functions | 243 | | Shreve S.E. — Stochastic Calculus for Finance 2 | 302, 341 | | Baxter M., Rennie A. — Financial calculus | 93 | | Ito K. — Encyclopedic Dictionary of Mathematics | 261.B, 407.B | | Simon B. — Functional Integration and Quantum Physics | 65 | | Katayama T., Sugimoto S. — Statistical Methods in Control and Signal Processing | 484 | | Taylor J.C. — An Introduction to Measure and Probability | 234 | | Shiryaev A.N. — Probability | 84, 105, 476 | | Kannan D. (ed.), Lakshmikantham V. (ed.) — Handbook of stochastic analysis and applications | 2, 3, 48 | | Fukushima M. — Dirichlet forms and markov process | 88 | | Duffie D. — Security Markets. Stochastic Models | 136 | | Kumar P.R., Varaiya P. — Stochastic Systems: Estimation, Identification, and Adaptive Control | 246 | | Bielecki T.R., Rutkowski M. — Credit Risk: Modeling, Valuation and Hedging | 33, 68, 141, 155, 169, 173, 330 | | Bogachev V.I. — Measure Theory Vol.2 | II: 353 | | Bingham N.H., Goldie C.M., Teugels J.L. — Regular variation | 421 | | Kannan D. — An introduction to stochastic processes | 23, 49, 219, 243 | | Mitzenmacher M., Upfal E. — Probability and Computing: Randomized Algorithms and Probabilistic Analysis | 297, 297—300 | | Csiszar I., Körner J. — Information Theory: Coding Theorems for Discrete Memoryless Systems | 11 | | Port S.C., Stone C.J. — Brownian motion and classical potential theory | 8 | | Blumenthal R.M. — Excursions of markov processes | 15 | | Billingsley P. — Probability and Measure | 96, 130, 486, 534, 536, 539 | | Guiseppe Da Prato — Stochastic equations in infinite dimensions | 82 | | Shreve S.E. — Stochastic Calculus for Finance 1 | 97, 114 | | Shafer G., Vovk V. — Probability and finance | 108, 169 | | Steele M.J. — Stochastic Calculus and Financial Applications | 14 | | Ash R.B., Doléans-Dade C.A. — Probability and Measure Theory | 270, 414 | | Petersen K.E. — Ergodic theory | 104, 105, 106 | | Kao E. — Introduction to Stochastic Processes | 104, 125, 351, 385 | | Durrett R. — Probability: Theory and Examples | 176, 387 | | Rao M.M., Swift R.J. — Probability Theory With Applications | 411 | | Jacod J., Shiryaev A. — Limit Theorems for Stochastic Processes | 4, 13 | | Blom G., Holst L., Sandell D. — Problems and Snapshots from the World of Probability | 200, 202 | | Bielecki T.R., Rutkowski M. — Credit Risk: Modeling, Valuation and Hedging | 33, 68, 141, 155, 169, 173, 330 | | Revuz D. — Markov chains | 23 | | Lindenstrauss J., Tzafriri L. — Classical Banach Spaces I, II | 152, 153 | | Bourgin R.D. — Geometric Aspects of Convex Sets with the Radon-Nikodym Property | 25, 320 | | Rößler A. — Numerical Methods for Stochastic Differential Equations | 10 | | Dawson D. — Introduction to Markov Chains | 7 | | Devroye L. — Non-Uniform Random Variate Generation | 50 | | Berger J.O. — Statistical decision theory and bayesian analysis | 442 | | Jahne B., Haubecker H. — Computer vision and applications | 449 | | Peszat S., Zabczyk J. — Stochastic partial differential equations with Levy noise: An evolution equation approach | 22 | | Blumenthal R.K., Getoor R.M. — Markov processes and potential theory | 31 | | Revuz D., Yor M. — Continuous martingales and Brownian motion | 42 | | Klee V., Wagon S. — Old and New Unsolved Problems in Plane Geometry and Number Theory (Dolciani Mathematical Expositions Series #11) | 225—229 | | Dynkin E. — An Introduction to Branching Measure-Valued Processes | 81, 115 | | Achdou Y., Pironneau O. — Computational methods for option pricing | 2 | | Kalton N., Saab E. — Interaction Between Functional Analysis, Harmonic Analysis, and Probability (Lecture Notes in Pure and Applied Mathematics) | 213 | | BertsekasD., Tsitsiklis J. — Neuro-Dynamic Programming (Optimization and Neural Computation Series, 3) | 202 |
|
|
|
|
Î ïðîåêòå