Stochastic Processes

  • Stochastic Processes: Lectures Given at Aarhus University
    Stochastic Processes: Lectures Given at Aarhus University
    By Kiyosi Ito

    This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes.

  • Stochastic Processes
    Stochastic Processes
    By Andrei N Borodin

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes.

  • Stochastic Processes: From Physics to Finance
    Stochastic Processes: From Physics to Finance
    By Wolfgang Paul, Jörg Baschnagel

    ... Stochastic Processes on a Lattice and Gibbs Measures (Kluwer, Dordrecht, 1991) LE. Reichl, A Modern Course in Statistical Physics (VCH, Weinheim, 2009) El. Janse van Rensburg, Monte Carlo methods for the self-avoiding walk. J. Phys. A ...

  • Stochastic Processes: From Applications to Theory
    Stochastic Processes: From Applications to Theory
    By Pierre Del Moral, Spiridon Penev

    ... measure A Th, proposal transition KT and acceptance rate a(6 7, 6 - )=1/\(IIIospenh-p(6 - )h-p(6 -)]x A (d6 ( )K(6 d6) A (d6)K(6,d 6 ' ). 9.9. Some. application. domains. Feynman–Kac methodologies and their mean field particle ...