×

Found 880 Documents (Results 1–100)

100
MathJax

Conditional \(L^1\)-convergence for the martingale of a critical branching process in random environment. (English. Russian original) Zbl 07517606

Proc. Steklov Inst. Math. 316, No. 1, 184-194 (2022); translation from Tr. Mat. Inst. Steklova 316, 195-206 (2022).
MSC:  60-XX 62-XX
PDF BibTeX XML Cite
Full Text: DOI

State estimation in partially observed stochastic networks with queueing applications. (English) Zbl 1470.60261

Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 129-147 (2021).
MSC:  60K25 93E11
PDF BibTeX XML Cite
Full Text: DOI

What is standard Brownian motion? (English) Zbl 1473.60118

Joshua, V. C. (ed.) et al., Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7–10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. Infosys Sci. Found. Ser., 51-59 (2020).
PDF BibTeX XML Cite
Full Text: DOI

Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004

Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019).
PDF BibTeX XML Cite
Full Text: DOI

Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. Part of the journal Differentsial’nye Uravneniya i Protsessy Upravleniya 2018, No. 4 (2018). (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002

PDF BibTeX XML Cite
Full Text: Link

Convex duality and financial mathematics. (English) Zbl 1416.91003

SpringerBriefs in Mathematics. Cham: Springer (ISBN 978-3-319-92491-5/pbk; 978-3-319-92492-2/ebook). xiii, 152 p. (2018).
PDF BibTeX XML Cite
Full Text: DOI

Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. Part of the journal Differentsial’nye Uravneniya i Protsessy Upravleniya 2017, No. 2 (2017). (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004

PDF BibTeX XML Cite
Full Text: Link

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

Biographic Reference

all top 3

Software