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Handbook of stochastic analysis and applications. (English) Zbl 0979.00017

Statistics: Textbooks and Monographs. 163. New York, NY: Marcel Dekker. 808 p. (2001).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Bhattacharya, Rabi, Markov processes and their applications, 1-46 [Zbl 1006.60068]
Yan, Jia-An, Semimartingale theory and stochastic calculus, 47-105 [Zbl 1002.60037]
Kuo, Hui-Hsiung, White noise theory, 107-158 [Zbl 1001.60074]
Zhang, Bo, Stochastic differential equations and their applications, 159-235 [Zbl 1011.60040]
Schurz, H., Numerical analysis of stochastic differential equations without tears, 237-359 [Zbl 0995.60052]
Dembo, Amir; Zeitouni, Ofer, Large deviations and applications, 361-416 [Zbl 1002.60024]
Pakshin, P. V., Stability and stabilizing control of stochastic systems., 417-472 [Zbl 1051.93536]
Ramachandran, K. M., Stochastic differential games and applications, 473-532 [Zbl 1011.91019]
Zhang, Q., Stochastic manufacturing systems: A hierarchical control approach, 533-575 [Zbl 1008.90018]
Yin, G., Stochastic approximation: Theory and applications, 577-624 [Zbl 0992.62076]
Mendivil, Franklin; Shonkwiler, R.; Spruill, M. C., Optimization by stochastic methods., 625-677 [Zbl 1052.65057]
Zariphopoulou, Thaleia, Stochastic control methods in asset pricing., 679-753 [Zbl 1051.91512]

MSC:

00B15 Collections of articles of miscellaneous specific interest
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
60-00 General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to probability theory
60Hxx Stochastic analysis
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