Stochastic Models – alle Bücher

Fred Espen Benth, Paul Krühner
Stochastic Models for Prices Dynamics in Energy and Commodity Markets

1 Introduction.- Part I: Mathematical Tools.- 2 Lévy processes on Hilbert spaces.- 3 The Filipovi¿ space and operators.- 4 Stochastic integration and partial differential equations.- Part II: Modelling th…

lieferbar innerhalb 2-3 Wochen

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Hamilton Galindo Gil, Alexis Montecinos Bravo, Marco Antonio Ortiz Sosa
Dynamic Stochastic General Equilibrium Models

This textbook guides the student step-by-step in developing and solving a DSGE (Dynamic Stochastic General Equilibrium) model-not only from the technical and conceptual aspects but also through the simula…

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Giuseppe Travaglini, Alessandro Bellocchi, Giorgio Calcagnini
Notes on Consumption Theory

This textbook offers a compact, yet formal, synthesis of the broad field of consumption theory. Written in a coherent and accessible way, this book introduces graduate and postgraduate students to dynamic…

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Nan Chen
Stochastic Methods for Modeling and Predicting Complex Dynamical Systems

This second edition is an essential guide to understanding, modeling, and predicting complex dynamical systems using new methods with stochastic tools. Expanding upon the original book, the author covers …

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Torsten Becker, Richard Herrmann, Christian Heumann, Ulrich Wellisch
Stochastische Risikomodellierung und statistische Methoden

Das vorliegende Buch vereinigt Konzepte und Methoden der stochastischen Modellbildung, der statistischen Analyse und der aktuariellen Anwendung in einem Band. Dabei wird eine kompakte, aber dennoch für Th…

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Samir Tigane, Laid Kahloul, Abdelhamid Mellouk
Enhancing Stochastic Petri Nets with Reconfigurability

This book explores the world of reconfigurable stochastic Petri nets (RSPNs), a powerful method for modeling and verifying complex, dynamic and reconfigurable systems. As modern discrete-event systems bec…

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Steven T. Hackman, Antonius B. Dieker
QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems

This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large state spaces. The methodology excels at rapidly and accuratel…

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Xiang Yu Lijun Bo
New Models and Methods in Dynamic Portfolio Optimization

This book presents some new models and methods in the context of dynamical portfolio optimization. It encapsulates the authors' recent progress in their research on several interesting, featured issues of…

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Xiang Cheng, Lu Bai, Ziwei Huang
Channel Characterization and Modeling for Vehicular Communications

This book presents and develops comprehensive knowledge of vehicular channel characteristics and proper vehicular channel models. The studied topics contain the propagation characteristics of vehicular co…

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Maria V. Kulikova, Gennady Yu. Kulikov
State Estimation for Nonlinear Continuous-Discrete Stochastic Systems

This book addresses the problem of accurate state estimation in nonlinear continuous-time stochastic models with additive noise and discrete measurements. Its main focus is on numerical aspects of computa…

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Hans Föllmer, Alexander Schied
Stochastic Finance

De Gruyter Textbook

This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathemat…

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Recent Developments in Stochastic Numerics and Computational Finance

ICIAM2023 Springer Series - Band 6

This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, an…

lieferbar ab 13.11.2025.

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Gabor Korvin
Statistical Rock Physics

The book is the first systematic and comprehensive treatise of stochastic models and computational tools that have emerged in rock-physics in the last 20 years. The field of statistical rock-physics is a …

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Antonio Galves, Christophe Pouzat, Eva Löcherbach
Probabilistic Spiking Neuronal Nets

This book provides a self-contained introduction to a new class of stochastic models for systems of spiking neurons. These systems have a large number of interacting components, each one evolving as a sto…

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Christopher F. Parmeter, Alecos Papadopoulos
Two-Tier Stochastic Frontier Analysis for the Social Sciences

This textbook provides an up-to-date treatment of the two-tier stochastic frontier model and its applications across the social sciences. It is a cohesive treatise on both the classical methods of estimat…

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Financial Econometrics

Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the a…

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Industrial Engineering and Operations Management

This proceedings gathers selected, peer-reviewed papers presented at the XXX International Joint Conference on Industrial Engineering and Operations Management (IJCIEOM), held from June 26 to 28, 2024, in…

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Giuseppe Chirichiello
DSGE Models for Real Business Cycle and New Keynesian Macroeconomics

This textbook introduces graduate and upper undergraduate students to Dynamic Stochastic General Equilibrium (DSGE) models. As DSGE models become integral in advanced coursework, this book serves as an in…

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Thomas Mikosch, Olivier Wintenberger
Extreme Value Theory for Time Series

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial…

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Quantitative Methods and Data Analysis in Applied Demography - Volume 2

This second volume of two complements volume 1 by discussing models, risk and surveys in applied demography. Models and modeling cover a wide range of data analysis methods and techniques to cope with dem…

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