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handbook of stochastic analysis with applications - d. kannan , v. lakshmikantham

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handbook of stochastic analysis with applications - d. kannan , v. lakshmikantham

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. Industry: Second Edition, Revised and Expanded, edited by C. Ralph Buncher and Jia- Yeong Tsay 141. Advanced Linear Models: Theory and Applications, Song-Go; Wang and Shein-Chung . Cross-Over Experiments: Design, Analysis, and Application, David A. Ratkowsky, Marc A. Evans, and J. Richard Alldredge 136. Introduction to Probability and Statistics: Second . Collection and Interpretation, Second Edition, Revised and Expanded, Walter J. Federer 118. Handbook of Sequential Analysis, 6. K. Gnosh and P. K. Sen 119. Truncated and Censored Samples:

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Mục lục

  • Contents

  • 1 Markov Processes and Their Applications

  • 2 Semimartingale Theory and Stochastic Calculus

  • 3 White Noise Theory

  • 4 SDEs and Their Applications

  • 5 Numerical Analysis of SDEs Without Tears

  • 6 Large Deviations and Applications

  • 7 Stability and Stabilizing Control of Stochastic Systems

  • 8 Stochastic Differential Games and Applications

  • 9 Stochastic Manufacturing Systems: Hierarchial Control Approach

  • 10 Stochastic Approximation: Theory and Applications

  • 11 Optimization by Stochastic Methods

  • 12 Stochastic Control Methods in Asset Pricing

  • Index

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