Books in Probability theory and stochastic processes

101-106 of 106 results in All results

Stochastic Models, Estimation, and Control

• 1st Edition
• Volume 3
• August 25, 1982
• Peter S. Maybeck
• English
• eBook 978-0-08-096003-6

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This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

Stochastic Methods in Economics and Finance

• 1st Edition
• Volume 17
• December 1, 1981
• A.G. Malliaris + 1 more
• English
• Hardback 978-0-444-86201-3

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Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

Stochastic Differential Equations and Diffusion Processes

• 1st Edition
• Volume 24
• January 1, 1981
• S. Watanabe + 1 more
• English
• Hardback 978-0-444-86172-6

  9 7 8 - 0 - 4 4 4 - 8 6 1 7 2 - 6
• eBook 978-0-08-096012-8

  9 7 8 - 0 - 0 8 - 0 9 6 0 1 2 - 8

Probabilities and Potential, A

• 1st Edition
• Volume 29
• January 1, 1979
• C. Dellacherie + 1 more
• English
• eBook 978-0-08-087140-0

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A Course in Probability Theory

• 2nd Edition
• April 28, 1974
• Kai Lai Chung
• English
• eBook 978-0-08-057040-2

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This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.

Probability and Statistics

• 1st Edition
• January 1, 1969
• Ronald Deep
• English
• eBook 978-0-08-048038-1

  9 7 8 - 0 - 0 8 - 0 4 8 0 3 8 - 1

Probability and Statistics is a calculus-based treatment of probability concurrent with and integrated with statistics.