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Applied Stochastic Processes and Control for Jump Diffusions

computational science for a clear presentation of stochastic processes and control for jump-diffusions in continuous time. The author covers the;

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Applied Stochastic Control of Jump Diffusions

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump;

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Controlled Markov Processes and Viscosity Solutions

This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity;

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Sliding Mode Control of Semi-Markovian Jump Systems

This book presents analysis and design for a class of stochastic systems with semi-Markovian jump parameters. It explores systematic;

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Stochastic Economic Dynamics

and rigorous treatment of uncertainty and its implications for describing stochastic processes by the stochastic differential equations of the;

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Encyclopedia of Mathematics and its Applications

comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay;

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Stochastic Processes in Cell Biology

equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems;

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Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions

modelled by non-Brownian stochastic processes in the complex real-world environment. Statistical observables are widely used for anomalous and;

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Stochastic Processes

times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully;

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Functionals of Multidimensional Diffusions with Applications to Finance

quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk;

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Stochastic Processes in Cell Biology

equations, stochastic differential equations, stochastic calculus, master equations and jump Markov processes, birth-death processes, Poisson;

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Stochastic Differential Equations and Processes

theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied;

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Stochastic Differential Equations and Processes

theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied;

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Statistical Methods for Stochastic Differential Equations

. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and;

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Stochastic Optimal Control of Structures

This book proposes, for the first time, a basic formulation for structural control that takes into account the stochastic dynamics induced;

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Stochastic Optimal Control of Structures

This book proposes, for the first time, a basic formulation for structural control that takes into account the stochastic dynamics induced;

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Stochastic Modelling of Reactionâ Diffusion Processes

reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio;

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Stochastic Modelling of Reaction-Diffusion Processes

reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio;

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Marked Point Processes on the Real Line

conditions for stochastic ordering between point and jump processes, and to solve the filtering problem for certain classes of MPPs.;

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Advances in the Control of Markov Jump Linear Systems with No Mode Observation

Markov jump linear systems (MJLS). It also presents an algorithm that attempts to solve this open stochastic control problem, and provides a real;

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Advanced Mathematical Methods for Finance

the use of Brownian motion, Levy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced;

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Advanced Mathematical Methods for Finance

the use of Brownian motion, Levy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced;

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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

of Markov jump processes and stochastic differential equations. Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational;

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Random Obstacle Problems

with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves;

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Affine diffusions in practice: modelling and simulation

This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related;

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Probability And Stochastic Processes

for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables;

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Probability And Stochastic Processes

for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables;

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