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"[This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. This textbook, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models., This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. This textbook, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models.]"

"While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. "

"This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract analysis. The book focuses on treating problems in areas that serve as a launching pad for continual research."

"Tesis ini melakukan pengukuran efisiensi Unit Usaha Syariah Bank Umum Pemerintah Nasional dan Bank Umum Swasta Nasional diperoleh dengan mengestimasi fungsi profit perbankan dan menghitung rasio BOPO. Secara teoritis, dengan mengestimasi fungsi profit, dapat diukur profit maksimum yang seharusnya diperoleh dari hasil input dan output yang digunakan. Dari hasil estimasi fungsi profit tersebut, kemudian dihitung error term dari fungsi tersebut dengan menggunakan metode Stochastic Frontier Analysis (SFA). Kemudian hasil tersebut dapat menggambarkan kondisi Unit Usaha Syariah Bank Umum Pemerintah Nasional dan Bank Umum Swasta Nasional. Hasil penelitian menunjukkan bahwa rata-rata efisiensi Unit Usaha Syariah dari Bank Umum Pemerintah Nasional dan Bank Umum Swasta Nasional yang diukur dari metode SFA maupun BOPO untuk periode 2005 sampai 2007 tidak berbeda secara signifikan.

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This research performs efficiency measurement of Islamic Banking Units (Unit Usaha Syariah) of National Public Commercial Banks and National Private Commercial Banks by estimating banking profit function and Operating Expenses to Operating Income Ratio (BOPO). Theoretically, the maximum profit, which is essentially obtained from the input and output employed, can be measured by estimating the profit function. After getting the result of the profit function estimation, its error terms are calculated by using Stochastic Frontier Analysis (SFA). The outcome will then be able to describe the condition of Islamic Banking Units of National Public Commercial Banks and National Private Commercial Banks. The result of this research shows that the efficiency average of Islamic Banking Units of National Public Commercial Banks and National Private Commercial Banks measured by using SFA method and Operating Expenses to Operating Income Ratio taken from 2005 to 2007 is not significantly different."

"ABSTRAKThis research focus on consideration of stochastic demand in deterministic Vehicle Routing Problem with Compartment (VRPC) model. VRPC in this research consider split delivery, multi product, and time windows characteristic. Stochastic demand in this research is handled using scenario-based approach. The demand is modeled by constructing discrete scenarios then implementing it in the deterministic VRPC model. The change of customer demand over time is considered as normal probability distribution. Stochastic VRPC model then solved using robust approach by looking for the highest demand under each scenario to be solve, therefore the solution generated deals with the minimum probability of unmet demand."