Stochastic processes : an introduction / Jones, P. W. (Peter Watts), 1945-

Stochastic population processes : analysis, approximations, simulations / Renshaw, Eric.

Stochastic processes with applications to finance / Kijima, Masaaki, 1957-

Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott / Elliott

-to-date developments in methods used in survival analysis, statistical goodness of fit, stochastic processes for system

Stochastic processes.

.Relationship with Stochastic Dominance -- 4.4.4.4.Estimation of Omega and G -- 4.5.Suggested Reading -- 4.6

systems provides a systematic way to study these transition phenomena. Its stochastic extension also forms

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation /

calculus and stochastic processes before moving on to the second part which instructs readers on how to

Hypothesis -- 1.9.Subordination and Stochastic Timescales -- 2.Directional Trading -- 2.1.Definitions and

Stochastic processes.

-- 2.4.Stochastic Volatility and Stochastic Rates Models -- 2.4.1.The Heston-Hull-White Model -- 2.5

Stochastic Differential Equations -- 1.10.Stochastic Dynamic Optimization in Continuous Time -- 1.11.Summary

-- Acknowledgments -- References -- pt. VI Nonstationary Time Series -- ch. 13 Locally Stationary Processes / Rainer

.Reversible Processes -- 2.3.2.Properties of Reversible Processes -- 2.3.3.Example: Analysis of Bandwidth

.2.Copulas -- 12.1.3.Normal and Lognormal -- 12.2.Stochastic Processes -- 12.2.1.The Law of Iterated

Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)

Stochastic processes.

Stochastic processes.

. Dynamic Programming -- 8. Stochastic Processes -- 9. Queueing Theory -- 10. Inventory Control -- 11

analysis." "Core chapters assume only prior exposure to stochastic processes and linear algebra at the

, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of

distributions -- 4. Continuous distributions -- 5. Computer simulations and Monte Carlo methods -- 6. Stochastic

Stochastic processes.

Stochastic processes.

and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option

-diffusion processes -- 16. Stochastic volatility -- 17. Variance Gamma models -- 18. Smile dynamics and the pricing of

-- 5. Conditional Distribution and Expectation -- 6. Stochastic Processes -- 7. Discrete-Time Markov

Stochastic processes.

processes -- Stochastic dynamic programming -- Applications of stochastic dynamic programming -- Strong

Modeling of Stochastic Processes: How to Guess Path Integrals, Fokker-Planck Equations and Langevin

. Stochastic Machines And Their Approximates Rooted in Statistical Mechanics -- 12. Neurodynamic Programming

Stochastic processes.

11. Estimating Diffusion Models of Stochastic Volatility / Robert F. Engle and Gary G. J. Lee -- 12

theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory