Ditemukan 4 dokumen yang sesuai dengan query
Goodman, Roe, author
Menlo Park, California: Benjamin/Cummings, 1988
519.2 GOO i
Buku Teks Universitas Indonesia Library
Lifshits, Mikhail, author
This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes.
Next, it illustrates...
New Jersey: WSPC, 2014
519.2 LIF r
Buku Teks Universitas Indonesia Library
Borovkov, Konstantin, author
This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability...
New Jersey: World Scientific, 2014
519.23 BOR e
Buku Teks Universitas Indonesia Library
Stein, Jerome L., author
[Stochastic Optimal Control (SOC), a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management. Stochastic Optimal Control and the U.S. Financial Debt Crisis...
New York: [Springer, ], 2012
e20397304
eBooks Universitas Indonesia Library
